Autoimmune and autoinflammatory diseases (AIIDs) involve a deficit in an individual's immune system function, whereby the immune reaction is directed against self-antigens. Many AIIDs have a strong genetic component, but they can also be triggered by environmental factors. AIIDs often have a highly negative impact on the individual's physical and mental wellbeing. Understanding the genetic underpinning of AIIDs is thus crucial both for diagnosis and for identifying individuals at high risk of an AIID and mental illness as a result thereof. The aim of the present study is to provide systematic statistical and genetic analyses to assess the role of HLA alleles in 30 AIIDs and to study the links between AIIDs and psychiatric disorders. We leveraged the Danish iPSYCH Consortium sample comprising 65,534 individuals diagnosed with psychiatric disorders or selected as part of a random population sample, for whom we also had genetic data and diagnoses of AIIDs. We employed regression analysis to examine comorbidities between AIIDs and psychiatric disorders and associations between AIIDs and HLA alleles across seven HLA genes. Our comorbidity analyses showed that overall AIID and five specific AIIDs were associated with having a psychiatric diagnosis. Our genetic analyses found 81 significant associations between HLA alleles and AIIDs. Lastly, we show connections across AIIDs, psychiatric disorders and infection susceptibility through network analysis of significant HLA associations in these disease classes. Combined, our results include both novel associations as well as replications of previously reported associations in a large sample, and highlight the genetic and epidemiological links between AIIDs and psychiatric disorders. This article is protected by copyright. All rights reserved.