Many tumour antigens that do not arise from cancer cell-specific mutations are targets of humoral and cellular immunity despite their expression on non-malignant cells. Thus, in addition to the expected ability to detect mutations and stress-associated shifts in the immunoproteome and immunopeptidome (the sum of MHC class I-bound peptides) unique to malignant cells, the immune system also recognizes antigens expressed in non-malignant cells, which can result in autoimmune reactions against non-malignant cells from the tissue of origin. These autoimmune manifestations include, among others, vitiligo, thyroiditis and paraneoplastic syndromes, concurrent with melanoma, thyroid cancer and non-small-cell lung cancer, respectively. Importantly, despite the undesirable effects of these symptoms, such events can have prognostic value and correlate with favourable disease outcomes, suggesting ‘beneficial autoimmunity’. Similarly, the occurrence of dermal and endocrine autoimmune adverse events in patients receiving immune-checkpoint inhibitors can have a positive predictive value for therapeutic outcomes. Neoplasias derived from stem cells deemed ‘not essential’ for survival (such as melanocytes, thyroid cells and most cells in sex-specific organs) have a particularly good prognosis, perhaps because the host can tolerate autoimmune reactions that destroy tumour cells at some cost to non-malignant tissues. In this Perspective, we discuss examples of spontaneous as well as therapy-induced autoimmunity that correlate with favourable disease outcomes and make a strong case in favour of this ‘beneficial autoimmunity’ being important not only in patients with advanced-stage disease but also in cancer immunosurveillance.