Multiple myeloma (MM) is the second most common haematological malignancy in the USA. MM has been linked to various autoimmune disorders in many studies; one systemic review even suggested an increased risk of MM among patients with autoimmune disorders. MM is associated with many haematological, rheumatologic and neurological conditions. A few case reports suggest that MM can be associated with immune thrombocytopenic purpura (ITP), although this is rare. We present a case of MM with concurrent ITP which was refractory of steroids and intravenous immunoglobulin but had a response with anti-neoplastic therapy for MM. We also review all the cases of ITP with MM described in the literature. If conventional treatment for ITP associated with MM fails to improve platelet count, anti-neoplastic therapy for MM should be considered.