Pembrolizumab is a humanized monoclonal antibody targeted against programmed cell death protein 1 (PD-1) receptor of lymphocytes. It is used alone or in combination with many chemotherapy regimens for a wide variety of cancers. It has been reported to cause various side effects including endocrinopathies, colitis, rash, and pneumonitis. Hypertriglyceridemia (HTG) has been recently added to its side effect profile with a possible pathogenic mechanism involving autoantibodies against glycosylphosphatidylinositol-anchored high-density lipoprotein binding protein 1 (GP1HBP1). We are presenting a case of acute pancreatitis secondary to HTG in a cervical cancer patient. HTG was successfully treated with insulin infusion. As the patient’s symptoms improved, she was started on the diet. She was discharged on statin and fibrate therapy. We are reporting this case to increase awareness of this rare side effect, inpatient management, and outpatient screening while on immunotherapy.