Immune checkpoint inhibitors (ICIs) have made a breakthrough in the treatment of different types of tumors, leading to improvement in survival, even in patients with advanced cancers. Despite the good clinical results, a certain percentage of patients do not respond to this kind of immunotherapy. In addition, in a fraction of nonresponder patients, which can vary from 4 to 29 a paradoxical boost in tumor growth after ICI administration was observed: a completely unpredictable novel pattern of cancer progression defined as hyperprogressive disease. Since this clinical phenomenon has only been recently described, a universally accepted clinical definition is lacking, and major efforts have been made to uncover the biological bases underlying hyperprogressive disease. The lines of research pursued so far have focused their attention on the study of the immune tumor microenvironment or on the analysis of intrinsic genomic characteristics of cancer cells producing data that allowed us to formulate several hypotheses to explain this detrimental effect related to ICI therapy. The aim of this review is to summarize the most important works that, to date, provide important insights that are useful in understanding the mechanistic causes of hyperprogressive disease.