The idiopathic inflammatory myopathies (IIMs) are a heterogeneous group of autoimmune diseases (collectively known as myositis) affecting the skeletal muscles as well as other organ systems such as skin, lungs, and joints. The primary forms of myositis include polymyositis (PM), dermatomyositis (PM), and immune-mediated necrotizing myopathy (IMNM). Patients with these diseases experience progressive proximal muscle weakness, have characteristic muscle biopsy findings, and produce autoantibodies that are associated with unique clinical features. One distinguishing feature of these patients is that they are also known to have an increased risk of cancer. Since the first description of the association in 1916, it has been extensively reported in the medical literature. However, there have been significant variations between the different studies with regard to the degree of cancer risk in patients with IIM. These discrepancies can, in part, be attributed to differences in the definition of malignancy-associated myositis used in different studies. In recent years, significant advances have been made in defining specific features of IIM that are associated with the development of malignancy. One of these has been myositis-specific antibodies (MSAs), which are linked to distinct clinical phenotypes and categorize patients into groups with more homogeneous features. Indeed, patients with certain MSAs seem to be at particularly increased risk of malignancy. This review attempts a systematic evaluation of research regarding the association between malignancy and myositis.