Dry eye symptoms can negatively affect the psychological, physical, and social functioning, which can potentially impair the health-related quality of life. This review evaluated the association between autoimmune related dry eye in the absence of significant ocular surface co-morbidities and mental health. This review found a significantly higher prevalence of mental health disorders (such as depression and anxiety) in systemic lupus erythematous, rheumatoid arthritis, systemic sclerosis, Behcet’s disease, and primary Sjogren’s syndrome patients when compared to the general population. Moreover, patients with depression and anxiety interpret ocular sensations differently than healthy controls and the perception of dry eye symptoms can be influenced by their mood. Somatization is common in depression, and this could influence the perception of ocular discomfort. Anti-depressants and anxiolytics with their potential side effects on the tear film status may also contribute or aggravate the dry eye symptoms in these patients. Although ophthalmologists manage the dry eye disease, as per standardized algorithms, they should be mindful of different ocular sensation interpretation and coexistent mental health issues in a large number of this patient group and initiate a multidisciplinary management plan in certain cases. While rheumatologists look after their autoimmune condition, it may be worth liaising with GP and/or psychiatrist colleagues in order to address their neuropathic type pain and mental health co-morbidities.