Marginal zone (MZ) B cells comprise a subset of innate-like B cells found predominantly in the spleen, but also in lymph nodes and blood. Their principal functions are participation in quick responses to blood-borne pathogens and secretion of natural antibodies. The latter is important for housekeeping functions such as clearance of apoptotic cell debris. MZ B cells have B cell receptors with low poly-/self-reactivity, but they are not pathogenic at steady state. However, if simultaneously stimulated with self-antigen and pathogen- and/or damage-associated molecular patterns (PAMPs/DAMPs), MZ B cells may participate in the initial steps towards breakage of immunological tolerance. This review summarizes what is known about the role of MZ B cells in autoimmunity, both in mouse models and human disease. We cover factors important for shaping the MZ B cell compartment, how the functional properties of MZ B cells may contribute to breaking tolerance, and how MZ B cells are being regulated.