Autoimmune rheumatic diseases (ARDs) form a heterogeneous group of disorders that include systemic lupus erythematosus (SLE), systemic sclerosis (SSc), rheumatoid arthritis (RA), idiopathic inflammatory myopathies (IIMs), and systemic vasculitis. Coronary microvascular dysfunction (CMD) is quite common in patients with ARDs and is linked to increased cardiovascular morbidity and mortality. Inflammation plays a crucial role in the pathogenesis of both accelerated atherosclerosis and CMD in ARDs, especially in patients affected by SLE and RA. In this regard, some studies have highlighted the efficacy of immunosuppressants and/or biologics in restoring CMD in these patients. By contrast, the role of inflammation in the pathogenesis of CMD-SSc appears to be much less relevant compared to endothelial dysfunction and microvascular ischemia, with calcium-channel blockers providing some benefits. Few studies have endeavored to assess the occurrence of CMD in IIMs and systemic vasculitis, thus warranting further investigations. The present review summarizes the current evidence on the occurrence of CMD in ARDs, focusing on the role of inflammation and possible therapeutic approaches.