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Background: Despite the proven efficacy of immune checkpoint inhibitors (ICIs) against various types of malignancies, they have been found to induce immune-related adverse events, such as enterocolitis; however, the clinical features of ICI-induced enterocolitis remain to be sufficiently elucidated, which is significant, considering the importance of early detection in the appropriate management and treatment of ICI-induced enterocolitis. Therefore, the current study aimed to determine the utility of capsule endoscopy as a screening tool for ICI-induced enterocolitis. Methods: This single-center, prospective, observational study was conducted on patients with malignancy who received any ICI between April 2016 and July 2020 at Keio University Hospital. Next, second-generation capsule endoscopy (CCE-2) was performed on day 60 after ICI initiation to explore the entire gastrointestinal tract. Results: Among the 30 patients enrolled herein, 23 underwent CCE-2. Accordingly, a total of 23 findings were observed in 14 (60.8%) patients at any portion of the gastrointestinal tract (7 patients in the colon, 4 patients in the small intestine, 2 patients in both the colon and the small intestine, and 1 patient in the stomach). After capsule endoscopy, 2 patients (8.7%) developed ICI-induced enterocolitis: both had significantly higher Capsule Scoring of Ulcerative Colitis than those who had not developed ICI-induced enterocolitis (p = 0.0455). No adverse events related to CCE-2 were observed. Conclusions: CCE-2 might be a safe and useful entire intestinal tract screening method for the early detection of ICI-induced enterocolitis in patients with malignancies.