The introduction of targeted therapy represents a major advance in the treatment of tumor progression. Targeted agents are a novel therapeutic approach developed to disrupt different cellular signaling pathways. The tyrosine kinase inhibitor sunitinib specifically blocks multiple tyrosine kinase receptors that are involved in the progression of many tumors. Sunitinib is the current standard of care in first-line treatment of advanced renal cell carcinoma, and it is approved in imatinib-intolerant and imatinib-refractory gastrointestinal stromal tumors. However, it is increasingly evident that sunitinib may display collateral effects on other proteins beyond its main target receptors, eliciting undesirable and unexpected adverse events. A better understanding of the molecular mechanisms underlying these undesirable sunitinib-associated side effects will help physicians to maximize efficacy of sunitinib and minimize adverse events. Here, we focus on new insights into molecular mechanisms that may mediate sunitinib-associated adverse events.