In this study, we investigate if chronic inflammation and autoimmunity might be related to the development of chronic myelomonocytic leukemia (CMML). Conducting a case-control study, we included 112 CMML subjects diagnosed at three hematological departments in Denmark between 2003 and 2013. Controls were 231 unmatched chronic lymphatic leukemia (CLL) subjects diagnosed at one of the departments between 2003 and 2012. Subjects with a history of chronic inflammation or autoimmune disorders were retrieved and odds ratios (ORs) calculated. 16.1% of CMML subjects and 6.5% of CLL subjects presented with a history of chronic inflammatory or autoimmune conditions. This was significantly associated with an increased risk of CMML (adjusted OR 3.24, 95% CI: 1.5–7.0). At individual levels, this association was statistically significant for polymyalgia rheumatica and ITP (p values < 0.01 and 0.03, respectively). We found an association of CMML and smoking status (OR 1.42, 95% CI: 1.06–1.90) with more “former smokers” in the CMML group.