During the last years, studies investigating the intriguing association between immunodeficiency and autoimmunity led to the discovery of new monogenic disorders, the improvement in the knowledge of the pathogenesis of autoimmunity, and the introduction of targeted treatments. Autoimmunity is observed with particular frequency in patients with primary antibody deficiencies, such as common variable immunodeficiency (CVID) and selective IgA deficiency, but combined immunodeficiency disorders (CIDs) and disorders of innate immunity have also been associated with autoimmunity. Among CIDs, the highest incidence of autoimmunity is described in patients with autoimmune polyendocrine syndrome 1, LRBA, and CTLA-4 deficiency, and in patients with STAT-related disorders. The pathogenesis of autoimmunity in patients with immunodeficiency is far to be fully elucidated. However, altered germ center reactions, impaired central and peripheral lymphocyte negative selection, uncontrolled lymphocyte proliferation, ineffective cytoskeletal function, innate immune defects, and defective clearance of the infectious agents play an important role. In this paper, we review the main immunodeficiencies associated with autoimmunity, focusing on the pathogenic mechanisms responsible for autoimmunity in each condition and on the therapeutic strategies. Moreover, we provide a diagnostic algorithm for the diagnosis of PIDs in patients with autoimmunity.