Most autoimmune diseases have an unknown etiology, but all involve cytokines cascade in their development. At the present time, several cytokines have been identified as major targets in various autoimmune diseases, involving the development of monoclonal antibodies (MAbs) against those cytokines. Even if MAbs are indeed efficient, the passive immunotherapies also present some disadvantages and are expensive. To counter this, several strategies have been developed, including active immunotherapy, based on the vaccination principle. The aim of such a strategy is to induce a B cell response and to obtain autoantibodies able to neutralize the interaction of the self-cytokine with its receptor. To that purpose, cytokines (entire or peptide) are either coupled with a protein-carrier or virus-like particle, or modified with foreign Th cell epitopes. DNA vaccination can also be used with cytokine sequences. This review focuses on the different vaccination strategies with cytokines (including Tumor Necrosis Factor (TNF)alpha, Interleukin-1beta (IL-1beta), IL-17) in different autoimmune diseases in preclinical studies; the benefit/risk ratio of such a strategy and the present development of clinical trials in some autoimmune diseases are also discussed.