In the last decades, autoimmune diseases have experienced a dramatic increase in Western countries. The involvement of environmental factors is strongly suspected to explain this rise. Particularly, over the same period, obesity has followed the same outbreak. Since the exciting discovery of the secretory properties of adipose tissue, the relationship between obesity and autoimmunity and the understanding of the underlying mechanisms have become of major interest. Indeed, the fat tissue has been found to produce a wide variety of “adipokines”, involved in the regulation of numerous physiological functions, including the immune response. By conducting a systematic literature review, we extracted 329 articles regarding clinical, experimental and pathophysiological data on the relationship between obesity, adipokines – namely leptin, adiponectin, resistin, visfatin – and various immune-mediated conditions, including rheumatoid arthritis (RA), systemic lupus erythematosus (SLE), inflammatory bowel disease (IBD), multiple sclerosis (MS), type-1 diabetes (T1D), psoriasis and psoriatic arthritis (PsA), and thyroid autoimmunity (TAI), especially Hashimoto thyroiditis (HT). The strongest levels of evidence support an increased risk of RA (OR = 1.2–3.4), MS (OR = 2), psoriasis and PsA (OR = 1.48–6.46) in obese subjects. A higher risk of IBD, T1D and TAI is also suggested. Moreover, obesity worsens the course of RA, SLE, IBD, psoriasis and PsA, and impairs the treatment response of RA, IBD, psoriasis and PsA. Extensive clinical data and experimental models demonstrate the involvement of adipokines in the pathogenesis of these autoimmune diseases. Obesity appears to be a major environmental factor contributing to the onset and progression of autoimmune diseases.