Autoimmune cytopenias (AICy) and autoimmune diseases (AID) can complicate both lymphoid and myeloid neoplasms, and often represent a diagnostic and therapeutic challenge. While autoimmune hemolytic anemia (AIHA) and immune thrombocytopenia (ITP) are well known, other rarer AICy (autoimmune neutropenia, aplastic anemia, and pure red cell aplasia) and AID (systemic lupus erythematosus, rheumatoid arthritis, vasculitis, thyroiditis, and others) are poorly recognized. This review analyses the available literature of the last 30 years regarding the occurrence of AICy/AID in different onco-hematologic conditions. The latter include chronic lymphocytic leukemia (CLL), lymphomas, multiple myeloma, myelodysplastic syndromes (MDS), chronic myelomonocytic leukemia (CMML), myeloproliferative neoplasms, and acute leukemias. On the whole, AICy are observed in up to 10% of CLL and with higher frequencies in certain subtypes of non-Hodgkin lymphoma, whilst they occur in less than 1% of low-risk MDS and CMML. AID are described in up to 30% of myeloid and lymphoid patients, including immune-mediated hemostatic disorders (acquired hemophilia, thrombotic thrombocytopenic purpura, and anti-phospholipid syndrome) that may be severe and fatal. Additionally, AICy/AID are found in about 10% of patients receiving hematopoietic stem cell transplant or treatment with new checkpoint inhibitors. Besides the diagnostic difficulties, these AICy/AID may complicate the clinical management of already immunocompromised patients.