Cognitive dysfunctions are considered a significant, yet unfortunately often unrecognized, complication of systemic autoimmune diseases. In this systematic review, we have collected and analyzed the available scientific data (using Pubmed and Google Scholar electronic databases) regarding the, epidemiology, pathogenesis, clinical presentation, and management principles of cognitive function disorders in conditions such as rheumatoid arthritis (RA), systemic lupus erythematosus (SLE), primary Sjögren’s syndrome, systemic sclerosis, and ANCA-associated vasculitis. The prevalence of cognitive deficits in autoimmune dis eases is high which highlights the scale of clinical challenges. The pathogenesis of these disorders is multifactorial and includes the neuro-inflammatory effects of systemically circulating cytokines, autoimmune neuronal dysfunction induced by autoantibod ies, progressive cerebrovascular damage, as well as the indirect impact of chronic pain, depression, fatigue, and medication side effects on cognitive functions. Specific disease entities are characterized by distinct profiles of cognitive dysfunction. Effective therapeutic interventions for the described disorders include the implementation of immunomodulatory therapies, treatment of co-existing depression and pain, and the implementation of neuropsychological rehabilitation programs. An interdisciplinary approach with simultaneous involvement of rheumatologists, neurologists, and neuropsychologists is essential in the treatment process of cognitive function disorders. Future research directions should focus on attempts to identify biomarkers specific for co-existing cognitive dysfunctions, validation of diagnostic tools, and assessment of the impact of modern immunologic therapies and non-pharmacological interventions on cognitive functions, which would allow improving quality of life for patients.