Summary Therapeutic plasma exchange (TPE) has been mainly used in the treatment of autoimmune diseases. The main mechanisms of action of TPE include the removal of circulating autoantibodies, immune complexes, complement components, cytokines and adhesion molecules, along with sensitization of antibody‐producing cells to immunosuppressant agents. TPE is useful in autoimmune haematological, renal, rheumatic and neurological diseases, and is recommended for acute disorders, together with relapsed or worsened chronic diseases that are often unresponsive to conventional treatments. The American Society for Apheresis and the British Society of Haematology have published guidelines on the clinical use of apheresis procedures, indicating the different levels of efficacy of TPE. Based on the evidence from current literature and our personal experience, this review discusses the indications and the suggested regimens for TPE in autoimmune haematological and non‐haematological disorders.