Cytokines are secreted proteins and interact with their specific cell surface receptors, triggering intracellular signal transduction pathways that activate a number of genes crucial for the biological functions of cytokines. These cytokine signal transduction pathways are tightly regulated processes. The negative regulations of cytokine signaling are achieved by receptor internalization and degradation, dephosphorylation of signaling intermediates, expression of protein inhibitors such as suppressor of cytokine signaling (SOCS) and protein inhibitors of activated STAT (PIAS). The observation that cytokines are central to the inflammatory and destructive process in several autoimmune diseases suggests that interventions targeting the cytokine intracellular signaling will be a new therapeutic strategy in autoimmune diseases. We review the current knowledge about negative regulation of cytokine signal transduction.