OBJECTIVES: This study assessed the incremental costs associated with adverse events (AEs) in a range of malignancies.   METHODS: Using Truven Health Analytics MarketScan® databases (2006:Q1-2015:Q3), patient-level treatment episodes for breast, gastrointestinal, genitourinary, lung, hematologic, and skin cancers were identified. Based on current National Comprehensive Cancer Network Treatment Guidelines, 104 prescribing labels were reviewed to identify 37 AEs of interest. Episodes with a claim for an AE were matched with episodes without the AE on a 1:1 ratio based on demographics, insurance plan type, therapy line, treatment regimen, cancer characteristics, and episode duration. Healthcare costs (2015 USD) were compared between episodes with and without each AE using multivariate generalized linear regression models adjusting for year, Charlson comorbidity index, and other conditions.   RESULTS: A total of 794,243 episodes were identified; mean patient age was 62.8 years; 58.1% were female; and 45.3% were first, 24.3% second, and 30.4% third or later line therapy following primary diagnosis. The number of matched episodes for each AE ranged from 878 to 115,754, with mean duration ranging from 4.7 to 16.4 months. The most prevalent AEs were pain (prevalence: 28.2%; incremental adjusted costs per episode: $4,913), hypertension (27.5%; $2,720), anemia/pallor (17.8%; $4,353), psychiatric disorders (13.9%; $4,086), and cough/upper respiratory infections (13.6%; $576); all p<0.05. The most costly AEs were central nervous system hemorrhage (0.2%; $24,813), gastrointestinal perforation (0.2%; $24,633), sepsis/septicemia (2.5%; $23,510), gastrointestinal fistula (0.1%; $16,882), and pancreatitis (0.1%; $15,943); all p<0.05.   CONCLUSIONS: The prevalence and cost of AEs in patients with cancer tended to have an inverse relationship, with some of the most prevalent AEs being less costly and some of the most costly AEs being fairly rare. Treatment AEs may add a significant amount of cost to a treatment. Cancer therapies that are well tolerated are needed to further reduce the economic burden on patients and the health care system.