Primary adrenal lymphoma is a rare entity characterized mainly by bilateral involvement, presenting predominantly diffuse large B-cell histology, adrenal insufficiency and poor prognosis. Approximately 85 cases have been described in the literature. We report here a case of a 77-year-old man who presented with autoimmune hemolytic anemia (AIHA), which preceded the diagnosis of lymphoma by more than 2 years. An ultrasound guided biopsy revealed diffuse, large B-cell, lymphoma; subsequent staging revealed no other disease site, and the patient was considered to have primary adrenal lymphoma. The patient had adrenal insufficiency at diagnosis. He received hormonal replacement and chemotherapy, but he succumbed to his disease because of sepsis and multi-organ failure a few days post diagnosis. To our knowledge, this is the first case in the literature in which AIHA preceded bilateral adrenal lymphoma. We also provide a summary of the current data for the clinical features, diagnosis and treatment of primary adrenal lymphoma.