Psoriatic arthritis (PsA) is a chronic inflammatory disease primarily affecting peripheral and axial joints, with the possible presence of extra-articular manifestations (EAMs), such as psoriasis, uveitis, and inflammatory bowel disease. Recently, the concept of psoriatic disease (PsD) has been proposed to define a systemic condition encompassing, in addition to joints and EAMs, some comorbidities (e.g., metabolic syndrome, type II diabetes, hypertension) that can affect the disease outcome and the achievement of remission. EAMs and comorbidities in PsA share common immunopathogenic pathways linked to the systemic inflammation of this disease; these involve a broad variety of immune cells and cytokines. Currently, various therapeutics are available targeting different cytokines and molecules implicated in the inflammatory response of this condition; however, despite an improvement in the management of PsA, comprehensive disease control is often not achievable. There is, therefore, a big gap to fill especially in terms of comorbidities and EAMs management. In this review, we summarize the clinical aspects of the main comorbidities and EAMs in PsA, and we focus on the immunopathologic features they share with the articular manifestations. Moreover, we discuss the effect of a diverse immunomodulation and the current unmet needs in PsD.