Natural killer (NK) cells and CD8+ T cells can clear infected and transformed cells and generate tolerance to themselves, which also prevents autoimmune diseases. Natural killer group 2 member D (NKG2D) is an important activating immune receptor that is expressed on NK cells, CD8+ T cells, γδ T cells, and a very small percentage of CD4+ T cells. In contrast, the NKG2D ligand (NKG2D-L) is generally not expressed on normal cells but is overexpressed under stress. Thus, the inappropriate expression of NKG2D-L leads to the activation of self-reactive effector cells, which can trigger or exacerbate autoimmunity. In this review, we discuss the role of NKG2D and NKG2D-L in systemic lupus erythematosus (SLE), rheumatoid arthritis (RA), multiple sclerosis (MS), type I diabetes (T1DM), inflammatory bowel disease (IBD), and celiac disease (CeD). The data suggest that NKG2D and NKG2D-L play a pathogenic role in some autoimmune diseases. Therefore, the development of strategies to block the interaction of NKG2D and NKG2D-L may have therapeutic effects in some autoimmune diseases.