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Autoimmune diseases are among the most prevalent diseases across the world with genetic and environmental factors that contribute to their etiology. Because the exact causes of autoimmune diseases are largely unknown, a Mendelian randomization (MR) approach is used here to examine the potential causal association between gene expression levels and disease risk across various tissues. Specifically, this study focuses on six autoimmune diseases including Crohn’s disease, ulcerative colitis, rheumatoid arthritis, multiple sclerosis, type 1 diabetes mellitus, and systemic lupus erythematosus. Several of these diseases are currently treatable with immunosuppressants that target specific genes, such as TNF-alpha, IL-23, CD20, and more. In this study, a two-sample MR analysis is performed with multitissue expression quantitative trait loci (eQTLs) and large-scale genome-wide association studies to investigate how gene expression can influence the risk of developing these diseases. Our results show that genes HLA-DQA1/2, HLA-DRB1/6, HLA-DQB2, C4A, CYP21A2, and HLA-DQB1-AS1 have a high causal effect across several diseases and tissues, and almost all of these findings originate from the major histocompatibility complex (MHC) region on Chromosome 6. Our findings support the current knowledge of genes associated with these diseases while also revealing novel genes that can be used for drug therapies in the future. Although several drug therapies currently exist to treat this selection of autoimmune diseases, we provide further insights into the main, common pathways responsible for autoimmune disease pathogenesis and discuss novel genes that lack research focus.