Objective: Dermatomyositis associated with anti-MDA5 autoantibodies (DM-MDA5+) is a rare autoimmune disease usually characterized by skin involvement, often-severe lung involvement, and general features. Several reports of infections have been described, sometimes early after the introduction of immunosuppressive therapy. We studied the infection risk in a DM-MDA5+ population. Methods: A retrospective cohort study comparing the number and type of infections during the follow-up of 19 patients with DM-MDA5+ and 37 patients with another type of inflammatory myopathy was analyzed. Patients in both groups were matched on initial immunosuppressive therapy. We described and compared significant infectious complications (SIC) in each group. Results: Patients DM-MDA5+ had more SIC: 27 events in the DM-MDA5+ group versus 6 in the controls (HR 7.08, 95% CI 2.50–20.04, p < 0.0001). The number of SIC per patient was higher in DM-MDA5+ (1.4 ± 1.57 vs. 0.16 ± 0.44, p < 0.001). These were mainly lung (n = 13, 48%) and skin infections (n = 6, 22%), more often infections of an undetermined infectious agent (n = 11, 41%) or of bacterial origin (n = 9, 33%). A few cases of opportunistic infections were reported. The median duration of follow-up without SIC event in the DM-MDA5+ cohort was 3.5 months. Conclusion: Patients with DM-MDA5+ have an increased infection risk compared to others inflammatory myopathies irrespective of immunosuppressive therapy exposure. These results highlight the importance of monitoring for infection during patient follow-up.