Background: Hepatitis E virus (HEV) has been associated with immunological phenomena. Their clinical significance, however, still needs to be clarified, that is, whether cryoglobulins or autoantibodies impact overt disease in HEV-infected individuals. To better understand, we analyzed these different immune phenomena in three cohorts, each representing different types of HEV infection. Methods: The cohorts included: (i) immunocompetent patients with acute hepatitis E, (ii) immunosuppressed patients with chronic hepatitis E, and (iii) individuals with asymptomatic HEV infection. Together, they consisted of 57 individuals and were studied retrospectively for the presence of anti-nuclear antibodies (ANAs), cryoglobulins, and serum total IgG. They were then compared with a control cohort of 17 untreated patients with chronic hepatitis B virus (HBV) infection or hepatitis C virus (HCV) infection. Results: Thirteen (23%) were immunocompetent patients with acute hepatitis E (median alanine aminotransferase (ALT) = 872 U/L), 15 (26%) were immunosuppressed patients with chronic hepatitis E (median ALT = 137 U/L), and 29 (51%) were blood donors with asymptomatic HEV infection (median ALT = 35 U/L). Overall, 24% tested positive for elevated ANA titers of >1:160, and 11% presented with a specific ANA pattern. ANA detection was not associated with the type of HEV infection, IgG levels, sex, or age. All individuals tested negative for anti-mitochondrial antibodies, anti-neutrophil cytoplasmic antibodies, liver-kidney microsomal antibodies, anti-myeloperoxidase-, and anti-proteinase-3 antibodies. Five patients (9%) tested positive for cryoglobulins. Notably, cryoglobulinemia was present in overt hepatitis E (Groups (i) and (ii); one acute and four chronic HEV infections), but was not present in any of the asymptomatic blood donors (p = 0.02). The frequency of cryoglobulins and elevated ANAs did not differ significantly between HEV and HBV/HCV patients. Conclusion: In line with findings on HBV and HCV infections, we frequently observed detection of ANAs (24%) and cryoglobulins (9%) in association with HEV infections. The presence of cryoglobulins was limited to patients with overt hepatitis E. We add to the findings on the immune phenomena of hepatitis E.