Pegylated interferons alfa are increasingly used in patients with myeloproliferative neoplasms (MPN) due to their potential disease-modifying effect. Ropeginterferon alfa-2b has been approved for patients with polycythemia vera (PV) with no symptomatic splenomegaly as first-line cytoreductive therapy, based on the results of the PROUD-PV/CONTINUATION-PV studies, documenting significantly higher rates of complete hematologic response (CHR) compared with hydroxyurea from 2-year timepoint onward. Although safety profile of pegylated interferons is overall good, interferon-related toxicities can occur. Focus of this article is on interferon-mediated autoimmune diseases. We describe two patients with PV treated with pegylated interferons alfa, one patient developed a cutaneous, paranasal sarcoidosis without any systemic symptoms and was successfully treated with topical steroids. The other patient developed widespread psoriatric skin lesions, which were treated with moderate effect with topical therapy with calcipotriene and betamethasone dipropionate foam, antidry calm lotion and in the course of the disease with ultraviolet light therapy (UVB). Only with methotrexate she achieved a nearly complete remission of the psoriasis. In both patients pegylated interferon was continued in view of the CHR and therefore the beneficial effect on MPN. We review the pertinent literature on the management of interferon-mediated autoimmune diseases in patients with MPN. As there is little published evidence on that topic, we propose multidisciplinary clinical practice recommendations based on available evidence and clinical experience in the management of patients with MPN treated with pegylated interferon alfa.