Anti-cytokine autoantibodies and, in particular, anti-type I interferons are increasingly described in association with immunodeficient, autoimmune, and immune-dysregulated conditions. Their presence in otherwise healthy individuals may result in a phenotype characterized by a predisposition to infections with several agents. For instance, anti-type I interferon autoantibodies are implicated in Coronavirus Disease 19 (COVID-19) pathogenesis and found preferentially in patients with critical disease. However, autoantibodies were also described in the serum of patients with viral, bacterial, and fungal infections not associated with COVID-19. In this review, we provide an overview of anti-cytokine autoantibodies identified to date and their clinical associations; we also discuss whether they can act as enemies or friends, i.e., are capable of acting in a beneficial or harmful way, and if they may be linked to gender or immunosenescence. Understanding the mechanisms underlying the production of autoantibodies could improve the approach to treating some infections, focusing not only on pathogens, but also on the possibility of a low degree of autoimmunity in patients.