As the incidence of melanoma continues to increase worldwide, the search for new therapies for advanced (stage IV) melanoma brings with it new patterns of toxicity to contend with. This review covers the toxicity profiles of new treatments for advanced melanoma currently in development. Therefore, the latest literature on melanoma treatment was surveyed for data on reported toxicities. The new types of treatments can be roughly divided into targeted tyrosine kinase inhibitors and immunomodulating agents. Each has its own set of toxicities particular to type and to individual drug. Targeted tyrosine kinase inhibitors generally cause fatigue, whereas immunomodulatory agents induce a specific set of adverse events known as immune-related adverse events (irAEs). Despite the incidence of adverse events, these agents hold promise for the treatment of stage IV melanoma. With new treatment opportunities come increased chance of toxic reactions. The key to successful melanoma treatment in the future is likely to be novel combinations of new therapeutic agents.