The mechanism of genetic associations between human leukocyte antigen (HLA) and susceptibility to autoimmune disorders has remained elusive for most of the diseases, including rheumatoid arthritis (RA) and type 1 diabetes (T1D), for which both the genetic associations and pathogenic mechanisms have been extensively analyzed. In this review, we summarize what are currently known about the mechanisms of HLA associations with RA and T1D, and elucidate the potential mechanistic basis of the HLA-autoimmunity associations. In RA, the established association between the shared epitope (SE) and RA risk has been explained, at least in part, by the involvement of SE in the presentation of citrullinated peptides, as confirmed by the structural analysis of DR4-citrullinated peptide complex. Self-peptide(s) that might explain the predispositions of variants at 11β and 13β in DRB1 to RA risk have not currently been identified. Regarding the mechanism of T1D, pancreatic self-peptides that are presented weakly on the susceptible HLA allele products are recognized by self-reactive T cells. Other studies have revealed that DQ proteins encoded by the T1D susceptible DQ haplotypes are intrinsically unstable. These findings indicate that the T1D susceptible DQ haplotypes might confer risk for T1D by facilitating the formation of unstable HLA-self-peptide complex. The studies of RA and T1D reveal the two distinct mechanistic basis that might operate in the HLA-autoimmunity associations. Combination of these mechanisms, together with other functional variations among the DR and DQ alleles, may generate the complex patterns of DR-DQ haplotype associations with autoimmunity.