Myelodysplastic syndromes are heterogeneous group of clonal hematologic malignancies characterized by peripheral blood cytopenias secondary to the ineffective hematopoiesis. ADs are frequently reported in MDS, the incidence ranging from 10 to 30%, and particularly ADs are more frequently seen at CMML. ADs may prone patient to MDS, especially when immune suppressors such as azathioprine are used for the underlying AD. Both innate and adaptive immune systems, and different cytokines including interleukins, TNF-α, and C-X-C motif chemokine 10 (CXCL10) contribute in immune dysregulation of MDS. Vasculitis, seronegative rheumatoid arthritis, SLE, Behçet's disease, RP, and AIHA are just some of the ADs occurring concomitantly with MDS. Although hematopoietic growth factors are recommended by the American Society of Clinical Oncology (ASCO), it has been recognized from several case reports that treatment of the underlying MDS may resolve the associated autoimmune disorders. The heterogeneity and complexity of pathology, clinical manifestations, response to therapy, and prognosis of MDS and its immune dysregulation make the prognosis of MDS with autoimmune diseases a matter of debate. Better understanding of the immune dysregulation of MDS in the molecular level may help to design prospective, double blind clinical trials to find the best treatment options for autoimmune disorders associated with MDS.