Modulating the cyclooxygenase 2 (COX-2) pathway has improved responses to immune checkpoint inhibitors (ICIs) in certain solid tumors, such as melanoma. Little is known about COX-2 inhibition in response to ICIs in metastatic renal cell carcinoma (mRCC). In this retrospective cohort study, we examined the effect of COX-2 inhibitors on the long-term outcomes of mRCC patients undergoing ICI therapies. Among 211 patients with mRCC, 23 patients were excluded due to loss to follow-up. Among 188 included patients, 120 patients received either an NSAID or aspirin for at least three weeks during ICI therapies. Clear cell histology was present in 96% of cases. The median overall survival (OS) was similar regardless of the COX inhibitor (COXi) (i.e., NSAID or aspirin) use (27 months for COXi vs. 33 months for no-COXi groups; p = 0.73). The no-COXi group showed a trend toward longer median progression-free survival (8 months for COXi vs. 13 months for no-COXi groups; p = 0.13). When looking specifically at NSAID use in a multivariate analysis, NSAID use was associated with a higher risk of progression (HR = 1.52 [95% CI, 1.04–2.22]) and death (HR = 1.60 [95% CI, 1.02–2.52]). In summary, COXis did not improve disease control or survival among patients with mRCC who were undergoing ICI therapies. Instead, the concurrent use of NSAIDs was associated with worse outcomes. Larger studies are needed to validate our observation.