Chronic inflammatory rheumatoid diseases (CIRD) such as rheumatoid arthritis, systemic lupus erythematosus, and systemic sclerosis are an important risk factor for the development of ischaemic heart disease and a source of high cardiovascular morbidity and mortality. In patients affected by CIRD, inflammation can affect coronary microvascular function and contribute to the development of myocardial ischemia and cardiovascular events, even in the absence of obstructive epicardial coronary artery disease. Understanding the molecular aspects that underlie the development of coronary microvascular dysfunction (CMD) in CIRD is of fundamental importance to identify specific therapeutic targets. In this article, we review the pathogenic mechanisms leading to CMD in CIRD, including the controversial results obtained with the use of different therapeutic strategies. We also propose that a practical diagnostic algorithm as the identification of CMD in patients with CIRD may lead to effective measures to prevent the development of angina pectoris and reduce the risk of rapid disease progression.