Fatigue was reported as the most common any-grade adverse event (18.3%), and the most common grade 3 or higher immune-related adverse event (irAE) (0.89%) in patients receiving PD-1/PD-L1 checkpoint inhibitors in clinical trial. The aim of this retrospective multicenter study was to evaluate the correlations between "early ir-fatigue", "delayed ir-fatigue", and clinical outcomes in cancer patients receiving PD-1/PD-L1 inhibitors in clinical practice. 517 patients were evaluated. After the 12-weeks landmark selection, 386 (74.7%) patients were eligible for the clinical outcomes analysis. 40.4% were NSCLC, 42.2% were melanoma, 15.3% renal cell carcinoma and 2.1% other malignancies. 76 patients (19.7%) experienced early ir-fatigue (within 1 month from treatment commencement), while 150 patients (38.9%) experienced delayed ir-fatigue. Early ir-fatigue was significantly related to shortened PFS (HR = 2.29 95% CI 1.62-3.22, p < 0.0001) and OS (HR = 2.32 95% CI 1.59-3.38, p < 0.0001) at the multivariate analysis. On the other hand, we found a significant association between the occurrence of early ir-fatigue, ECOG-PS ≥ 2 (p < 0.0001), and disease burden (p = 0.0003). Delayed ir-fatigue was not significantly related to PFS nor OS. Early ir-fatigue seems to be negative prognostic parameter, but to proper weight its role we must to consider the predominant role of performance status, which was related to early ir-fatigue in the study population.