Haematological malignancies induce important alterations of the immune system, which account for the high frequency of autoimmune complications observed in patients. Cutaneous immune-mediated diseases associated with haematological malignancies encompass a heterogeneous group of dermatoses, including, among others, neutrophilic and eosinophilic dermatoses, autoantibody-mediated skin diseases, vasculitis and granulomatous dermatoses. Some of these diseases, such as paraneoplastic pemphigus, are associated with an increased risk of death; others, such as eosinophilic dermatoses of haematological malignancies, run a benign clinical course but portend a significant negative impairment on a patient's quality of life. In rare cases, the skin eruption reflects immunological alterations associated with an unfavourable prognosis of the associated haematological disorder. Therapeutic management of immune-mediated skin diseases in patients with haematological malignancies is often challenging. Systemic corticosteroids and immunosuppressive drugs are considered frontline therapies but may considerably augment the risk of serious infections. Indeed, developing a specific targeted therapeutic approach is of crucial importance for this particularly fragile patient population. This review provides an up-to-date overview on the immune-mediated skin diseases most frequently encountered by patients with onco-haematological disorders, discussing new pathogenic advances and therapeutic options on the horizon.