Myelodysplastic syndrome (MDS) is known to often be complicated by a range of autoimmune diseases. We herein present a case with MDS complicated by cold autoimmune hemolytic anemia (cold AIHA). The patient was a 51-year-old woman. She was diagnosed with MDS (refractory cytopenia with multilineage dysplasia) in May 2009. In January 2010, she underwent unrelated allogeneic bone marrow transplantation but was re-admitted in October 2010 for treatment of relapsed MDS. Despite daily transfusions of red blood cells, her anemia failed to improve. Her laboratory examinations showed a low haptoglobin level and elevation of indirect bilirubin and LDH. The direct Coombs test was positive at a low and at room temperature and cold agglutinin was negative. After confirming the diagnosis of cold AIHA, all transfusion fluids were warmed but her anemia still failed to improve. In addition to the warmed transfusion fluids, we administered corticosteroids, immunosuppressive agents and high-dose intravenous immunoglobulin infusions. This management strategy ameliorated the patient's hemolytic anemia. To our knowledge, MDS cases complicated by cold AIHA are rare. Our patient thus provides a valuable contribution to medical knowledge.