Although the true prevalence of autoimmune diseases remains to be better defined, in Western countries the current estimates indicate that at least 5% of the population is affected by an autoimmune disorder. Over the last few decades, autoimmune diseases have been associated with an elevated risk of developing lymphoproliferative malignancies, particularly non-Hodgkin lymphomas. Some studies have found the relationship between autoimmunity and lymphoproliferative tumors to be bi-directional. Although substantial work has been carried out to characterise the associations between autoimmunity and lymphoproliferation, current insights regarding underlying biological mechanisms remain limited and hence present a gap in the literature. In this article, we review reported main associations between selected common autoimmune diseases and lymphoproliferative neoplasms. We also discuss potential underlying mechanisms that have been proposed to connect these two disorders. Finally, we provide future directions for new research studies aimed to improve our understanding of inflammation and the dysregulated immune system in the development of autoimmunity and hematologic malignancies.