TAFRO syndrome is a systemic inflammatory disorder characterized by low platelet counts, anasarca, fever, reticulin fibrosis, renal dysfunction, and organomegaly. Patients with TAFRO syndrome occasionally have courses complicated by immunological diseases. Herein, we describe a case of TAFRO syndrome associated with autoimmune hemolytic anemia (AIHA). The patient was admitted because of menorrhagia. She had thrombocytopenia, pleural effusion and ascites, hepatomegaly, and multiple lymphadenopathies. Her symptoms worsened, especially fever, pleural effusion and ascites, and she developed AIHA. Steroid pulse therapy followed by 45 mg of prednisolone (PSL) improved not only the symptoms of TAFRO syndrome but also those of AIHA. There have been no reports, to our knowledge, of AIHA associated with TAFRO syndrome, and detailed studies on this syndrome are needed.