Protein kinase inhibitors experienced their advent in the 2000s. Their market introduction made it possible to constitute a class of targeted therapies administered orally. This name was chosen to mark a break with conventional chemotherapy drugs, but it is important to stress that these are multi-target drugs with complex affinity profiles. Adverse effects can be explained by direct interactions with their targets of interest, chosen for their indications (on-target) but also interactions with other targets (off-target). The adverse effect profiles of these drugs are therefore varied and it is possible to identify common profiles related to inhibitions of common targets. Identification of these targets has improved the global understanding of the pathophysiological mechanisms underlying the onset of adverse drug reactions as well as of the related diseases, and makes it possible to predict the adverse effect profile of new protein kinase inhibitors based on their affinities. In this review, we describe the main adverse drug reactions associated with protein kinase inhibitors, their frequency and their plausible mechanisms of action.