The landscape of systemic therapies for advanced non-melanoma skin cancers has been revolutionized by the advent of immunotherapy. Cemiplimab is the only immune checkpoint inhibitor (ICI) approved by the European Medicine Agency for recurrent/metastatic cutaneous squamous cell carcinoma (cSCC). Its excellent efficacy outcomes are achieved due to its good tolerability profile. The drug-related hypersensitivity reaction (HSR) is a well-known issue in oncology, but it is rarely reported in respect to immune checkpoint inhibitors. Cemiplimab is among the agents with the best infusion tolerability profiles. Clinical practice guidelines in this field are lacking. We report on the successful management of a severe infusion reaction induced by Cemiplimab in a patient with cSCC based on a desensitization protocol, which led to adequate treatment delivery and prolonged clinical benefit. A review of the available literature on HSR rates and its management with ICIs, and on drug desensitization (DD) protocols and their efficacy, was conducted to highlight the limited knowledge on this topic and its importance. Our experience highlights the need for a DD protocol in order to improve the treatment of HSRs, particularly when elicited by an immunotherapy agent, preventing treatment discontinuation and preserving its efficacy.