The 3-year overall survival (OS) rate of patients with previously treated or untreated stage III or IV melanoma has by now reached 63% using ipilimumab and nivolumab therapy. However, immune-related adverse events (irAEs) of grade 3 or 4 occurred in 59% of patients leading to discontinuation of therapy in 24.5% of patients and one death. Therapy with checkpoint inhibitors could be safer and more effective in combination with hyperthermia and fever inducing therapies. We conducted a retrospective analysis to test the safety and efficacy of a new combination immune therapy in 131 unselected stage IV solid cancer patients with 23 different histological types of cancer who exhausted all conventional treatments. Treatment consisted of locoregional- and whole-body hyperthermia, individually dose adapted interleukin 2 (IL-2) combined with low-dose ipilimumab (0.3 mg/kg) plus nivolumab (0.5 mg/kg). The objective response rate (ORR) was 31.3%, progression-free survival (PFS) was 10 months, survival probabilities at 6 months was 86.7% (95% CI, 81.0–92.8%), at 9 months was 73.5% (95% CI, 66.2–81.7%), at 12 months was 66.5% (95% CI, 58.6–75.4%), while at 24 months survival was 36.6% (95% CI:28.2%; 47.3%). irAEs of World Health Organization (WHO) Toxicity Scale grade 1, 2, 3, and 4 were observed in 23.66%, 16.03%, 6.11%, and 2.29% of patients, respectively. Our results suggest that the irAEs profile of the combined treatment is safer than that of the established protocols without compromising efficacy.