It is considered that a similar immune mechanism acts in the pathogenesis of bone marrow (BM) failure in paroxysmal nocturnal haemoglobinuria (PNH) and its related disorders, such as aplastic anaemia (AA) and myelodysplastic syndromes (MDS). However, the molecular events in immune‐mediated marrow injury have not been elucidated. We recently reported an abnormal expression of stress‐inducible NKG2D (natural‐killer group 2, member D) ligands, such as ULBP (UL16‐binding protein) and MICA/B (major histocompatibility complex class I chain‐related molecules A/B), on granulocytes in some PNH patients and the granulocyte killing by autologous lymphocytes in vitro. The present study found that the expression of NKG2D ligands was common to both granulocytes and BM cells of patients with PNH, AA, and MDS, indicating their exposure to some incitement to induce the ligands. The haematopoietic colony formation in vitro by the patients’ marrow cells significantly improved when their BM cells were pretreated with antibodies against NKG2D receptor, suggesting that the antibodies rescued haematopoietic cells expressing NKG2D ligands from damage by autologous lymphocytes with NKG2D. Clinical courses of patients with PNH and AA showed a close association of the expression of NKG2D ligands with BM failure and a favourable response to immunosuppressive therapy. We therefore propose that NKG2D‐mediated immunity may underlie the BM failure in PNH and its‐related marrow diseases.