In recent years there has been a continuingly increasing interest in novel research subjects, as yet poorly explored, either because they relate to aspects previously thought to be marginal with respect to classical fields of investigation, or because they require both specialized competence and intense cross-talk by researchers from disparate areas. The potential interaction between immunity and cancer has generated a remarkable number of studies, including those related to the newly explored immune-neuro-endocrine system. In this paper, we review a few autoimmune diseases as examples of a mutual relationship between immune diseases and malignancies. We also review our previous studies on patients with rheumatoid arthritis (RA). In particular, aiming to define the hormone-responsive or -sensitive status of synovial tissues and cells, we have inspected different endocrine end-points, including (1) high- and low-affinity sites of androgen and estrogen binding; (2) the activity of key enzymes of steroid metabolism; and (3) the hormonal profile of synovial fluids as an indication of local endocrine milieu. Overall, our data provide convincing evidence for synovial macrophage-like cells and a subset of T lymphocytes to be considered as target cells for gonadal steroids. This provides a basis for developing new strategies for alternative treatments of RA and possibly unveils novel perspectives in both research and the clinic for other autoimmune diseases as well. In addition, the association of autoimmunity and cancer may disclose promising new avenues of research linking steroid hormones, the immune system, and malignant transformation.