Autoimmune phenomena are frequently observed in patients with chronic lymphocytic leukemia (CLL) and are mainly attributable to underlying dysfunctions of the immune system. Autoimmune cytopenias (AIC) affect 4–7% of patients with CLL and mainly consist of autoimmune hemolytic anemia and immune thrombocytopenia. Although less common, non-hematological autoimmune manifestations have also been reported. Treatment of CLL associated AIC should be primarily directed against the autoimmune phenomenon, and CLL specific therapy should be reserved to refractory cases or patients with additional signs of disease progression. New targeted drugs (ibrutinib, idelalisib and venetoclax) recently entered the therapeutic armamentarium of CLL, showing excellent results in terms of efficacy and became an alternative option to standard chemo-immunotherapy for the management of CLL associated AIC. However, the possible role of these drugs in inducing or exacerbating autoimmune phenomena still needs to be elucidated. In this article, we review currently available data concerning autoimmune phenomena in patients with CLL, particularly focusing on patients treated with ibrutinib, idelalisib, or venetoclax, and we discuss the possible role of these agents in the management of AIC.