Lag time. Using remote access software can be a little slower than actually using your own PC because every key stroke and mouse movement needs to be transmitted to your PC and then back.
Remote access systems are not usually secure so this can be an issue if you are transferring sensitive information. It is possible to encrypt the information or use a VPN (Virtual Private Network).
Introducing remote access can also cause management issues in terms of productivity, for example, as it takes a certain amount of self-discipline to continue to be effective.
Not all people enjoy working from home all the time as they might enjoy the stimulus and interaction of office life.
Additional hardware maybe required (e.g. VPN appliances and firewalls) and this may be costly, so this needs to be taken into consideration from an investment perspective.