Several associations between hematological malignancies and autoimmunity directed against hematopoietic cells exist. Antibody mediated elimination of mature blood cells such as autoimmune hemolytic anemia (AIHA) and immune thrombocytopenia (ITP) are frequent complications of non-Hodgkin lymphomas, most prominently chronic lymphocytic leukemia. Autoimmunity directed against hematopoietic precursor cells is the hallmark of aplastic anemia, but many features of this disease are shared by two related disorders, paroxysmal nocturnal hemoglobinuria (PNH) and myelodysplastic syndrome (MDS). While the clinical associations between hematological malignancy and autoimmunity have been described many decades ago, only in the last several years have the common pathogenetic mechanisms been elucidated. We summarize the recent progress made in understanding how hematological malignancy gives rise to autoimmunity directed against blood cells and vice versa, and illustrate parallels in the etiology of malignant and autoimmune hematological disorders. Specifically, recent progress in the recognition of the association of lymphoproliferative disorders and autoimmunity against mature blood cells, and common pathogenetic background of aplastic anemia, paroxysmal nocturnal hemoglobinuria, and myelodysplastic syndrome are discussed.