Background/Objectives: Diabetic ketoacidosis (DKA) is an acute and potentially life-threatening complication characterized by the accumulation of ketone bodies in the blood, primarily occurring in patients with type 1 diabetes and occasionally in those with type 2 diabetes under certain conditions. DKA presents with symptoms such as polyuria, polydipsia, polyphagia, and, in severe cases, mental status changes. Identifying the triggering factor is crucial to prevent complications and effectively manage this medical emergency. Methods: This report describes the case of a 58-year-old male patient with stage IIIb nodular melanoma, diagnosed in November 2022. Results: After receiving five cycles of pembrolizumab, the patient developed de novo DKA, presenting with blurred vision, asthenia, adynamia, polyuria, and polydipsia. He was admitted to the emergency department with a blood glucose level of 764 mg/dL, confirming hyperglycemia and metabolic acidosis. He was transferred to the intensive care unit for fluid resuscitation and insulin infusion. After adequate clinical evolution and meeting the criteria for DKA resolution, possible autoimmune endocrinopathies secondary to immunotherapy were considered. Due to this complication, the oncological treatment was changed. Finally, the patient was discharged with the need to continue insulin therapy and oral hypoglycemic agents, along with thyroid hormone supplementation. Conclusions: The novelty of this case lies in the presentation of DKA as an immune-mediated complication induced by pembrolizumab, highlighting the importance of closely monitoring patients receiving immune checkpoint inhibitors to detect and manage emerging autoimmune endocrinopathies. It is essential to adjust oncological treatment according to the patient’s response and promptly manage autoimmune endocrinopathies to improve clinical outcomes and the patient’s quality of life.