Cutaneous malignancies have been significantly associated with autoimmune connective tissue diseases (ACTDs). This review focuses on the current state of knowledge on skin cancer risk in the most prevalent ACTDs in dermatology including lupus erythematosus, scleroderma, dermatomyositis and Sjögren syndrome. Potential pathogenetic mechanisms for the association between ACTDs and malignancy involve disease-related impairment of immune system, sustained cutaneous inflammation, drug-associated immune suppression and increased susceptibility to acquired viral infections. An additional causal role might be played by environmental factors such as UV exposure and smoking. The occurrence of skin cancer can have a profound impact on the already compromised quality of life of ACTD patients. Therefore, effective screening and monitoring strategies are essential for ACTD patients as early detection and prompt therapeutic intervention can reduce morbidity and mortality in these patients.