Besides the well-known lipid-lowering effect, statins display nonlipid-lowering pharmacological activities. In vitro and in vivo studies suggest that statins have direct anti-inflammatory, anti-thrombotic and plaque-stabilizing effects via a number of mechanisms. A direct immunomodulatory effect has been also demonstrated in in vitro and in vivo experimental models. In addition to traditional risk factors, systemic inflammation, immune-mediated responses and thrombophilia have been suggested to play a major role in sustaining the premature atherosclerosis in autoimmune diseases such as rheumatoid arthritis and systemic lupus erythematosus. This review focuses on the anti-inflammatory and immunomodulating mechanisms of statins as demonstrated in in vitro and in vivo experimental models, providing new insights for the use of statins in treating systemic autoimmune diseases both for their anti-atherosclerotic activity and for their pleiotropic effects on inflammation, haemostasis and the immune responses.