Damage-associated molecular patterns (DAMPs) are endogenous molecules that are released into the extracellular space under conditions of activation, cellular stress, or tissue damage. These molecules are recognized by pattern-recognition receptors (PRRs) and can induce inflammation and immune responses in the absence of infection. An increasing number of DAMPs have been linked to the pathogenesis of many auto-immune diseases, such as rheumatoid arthritis (RA), systemic lupus erythematosus (SLE), psoriatic arthritis, and systemic sclerosis (SSc); as they promote the maturation/activation of different immune cells and pro-inflammatory cytokines production associated with these diseases. Several studies suggest that the loss of tolerance to self-antigens in these diseases could be due to continuous exposure to DAMPs. Thus, understanding the mechanisms of sterile inflammation triggered by DAMPs is important to elucidate novel therapeutic strategies for the treatment of various auto-immune diseases through inhibition or modulation the expression of these molecules. To this end, this review describes different DAMPs, their molecular characteristics, their modifications, and the receptors through which they activate an immune response while considering their role in the pathogenesis of various auto-immune diseases.