Autoimmunity and hematological malignancies are often concomitant in patients. A causal bidirectional relationship exists between them. Loss of immunological tolerance with inappropriate activation of the immune system, likely due to environmental and genetic factors, can represent a breeding ground for the appearance of cancer cells and, on the other hand, blood cancers are characterized by imbalanced immune cell subsets that could support the development of the autoimmune clone. Considerable effort has been made for understanding the proteins that have a relevant role in both processes; however, literature advances demonstrate that microRNAs (miRNAs) surface as the epigenetic regulators of those proteins and control networks linked to both autoimmunity and hematological malignancies. Here we review the most up-to-date findings regarding the miRNA-based molecular mechanisms that underpin autoimmunity and hematological malignancies.