Autoimmune hemolytic anemia (AIHA) and immune thrombocytopenia purpura (ITP) have been associated with B-cell lymphoproliferative disorders. Here, we review the epidemiology, pathogenesis, diagnosis, and treatment of these autoimmune disorders, specifically in the setting of B-cell malignancies. AIHA and ITP are classically associated with chronic lymphocytic leukemia (CLL) but have also been reported in plasmacytic and lymphoproliferative disorders. AIHA includes both warm AIHA and cold agglutinin disease, the latter of which is strongly associated with Waldenström macroglobulinemia. The pathogenesis of these cytopenias varies with the underlying disease, but malignant cells serving as antigen-presenting cells to T lymphocytes, with the generation of autoreactive lymphocytes, may be involved. The diagnosis requires the presence of hemolysis and a positive direct antiglobulin test result. In a minority of cases, the direct antiglobulin test result is negative, and more specialized testing may be required. Data on the prognostic effect of these comorbidities are conflicting, and the prognosis may vary depending on when in the B-cell malignant process the cytopenia(s) develops. The treatment of AIHA and ITP in the setting of B-cell lymphoproliferative disorders often involves treatment of the underlying disorder, although in some cases of CLL, treatment of the underlying disorder is not indicated, and management is similar to that for idiopathic AIHA or ITP.