VEXAS syndrome, a monogenic X-linked disorder resulting from mutations in the UBA1 gene, has emerged as a key model for unraveling the links between systemic inflammatory or autoimmune diseases (SIAD) and myelodysplastic syndromes (MD). This syndrome is characterized by the presence of vacuoles, X-linked inheritance, autoinflammation, and somatic mutation patterns, highlighting a unique intersection between genetic and immunological dysregulation. Apart from VEXAS, 10% to 30% of individuals diagnosed with MDS exhibit SIAD phenotypes, a significant increase compared to the 5% incidence in the general population. In this comprehensive review, we aim to elucidate the molecular mechanisms driving the pro-inflammatory environment in MDS, focusing on the contribution of VEXAS syndrome to this complex interplay. We examine how UBA1 mutations disrupt cellular homeostasis, triggering inflammatory pathways. Furthermore, we explore the broader implications of these findings for the pathogenesis of MDS, proposing that the inflammatory dysregulation of VEXAS may shed light on mechanisms of disease progression and identify potential therapeutic targets in MDS. Through an integrated analysis of genetic, immunological, and clinical data, this review seeks to deepen our understanding of the complex relationship between systemic inflammation and hematological malignancies, paving the way for new diagnostic and therapeutic strategies.