Additional autoimmune diseases in people with multiple sclerosis (MS) and their relatives have been studied many times. Studies have employed different designs, and yielded conflicting results. We performed a systematic review, and calculated overall risk of additional autoimmune diseases in people with MS and their first-degree relatives. PubMed and Web of Science were searched. Thyroid disease, diabetes, inflammatory bowel disease, psoriasis, rheumatoid arthritis (RA) and systemic lupus erythematosus (SLE) were studied. A generic inverse variance model was used, and subgroup analysis was used to explore heterogeneity. The OR of thyroid disease was increased in both people with MS (OR 1.66; p < 0.00001) and their relatives (OR 2.38; p < 0.00001). A similar association was seen between MS and inflammatory bowel disease (OR 1.56; p < 0.0001) and psoriasis (OR 1.31; p < 0.0001), although not in relatives. There was no increase in the rate of either SLE or RA. Studies examining diabetes showed significant heterogeneity and evidence of publication bias. There is an increase in the rate of certain autoimmune diseases in people with MS and their first-degree relatives. However, this does not extend to all conditions studied. Given the nonspecific clinical presentation of thyroid disease, it should be considered in all people with MS presenting with nonspecific symptoms.