The minor Zetia side effects that may be experienced by a user are as follows: numbness, abdominal pain, diarrhea, fatigue, headaches, dizziness, an increase in depression, cold symptoms, coughing, or joint and back pain. Serious Zetia side effects that should be reported to a doctor include pancreatitis, abnormal muscle pain or weakness, jaundice, chest pain, fevers, blistering skin, or darker than normal urine. In addition, some patients will experience an allergic reaction. Those patients will exhibit Zetia side effects such as hives, breathing impairment, and facial swelling.