Immune therapy is increasingly used as an effective treatment for various types of cancer. The response of tumours to immune therapy is different from conventional chemotherapy. In about 10% of patients, pseudoprogression may occur. This is a phenomenon where disease progression initially appears on imaging due to inflammation, but response is seen with repeated imaging. Pseudoprogression is often accompanied by a good clinical status. We describe a 63-year-old woman with metastasized melanoma, a 53-year-old woman with metastasized lung cancer and a 77-year-old woman with metastasized renal cancer who all developed pseudoprogression upon treatment with immune therapy. Premature discontinuation of treatment should be prevented when suspecting pseudoprogression and care should be taken to avoid burdening patients with bad news. Imaging should be repeated after a minimum interval of four weeks if pseudoprogression is suspected. When in doubt, a biopsy may be performed.