The connection between autoimmune disease (AID) and lymphoproliferative disorders is a complex bidirectional relationship that has long been a focus of attention by researchers and physicians. Although advances in pathobiology knowledge have ascertained an AID role in the development of lymphoproliferative diseases developing, results about AID influence on the prognosis of lymphoma are discordant. In this review, we collect the most relevant literature debating a direct or indirect link between immune-mediated diseases and lymphoma prognosis. We also consider the molecular, genetic, and microenvironmental factors involved in the pathobiology of these diseases in order to gain a deeper understanding of the nature of this link.