Progressive multifocal leukoencephalopathy (PML) is a central nervous system (CNS) disease usually observed in immunodeficient patients, especially human immunodeficiency virus (HIV)-positive, caused by John Cunningham virus. This infectious complication has been described in many HIV-negative hematological patients, especially affected by lymphoproliferative diseases. PML has been observed after both chemotherapy and bone marrow transplantation and, recently, in association with rituximab. Diagnosis can be complicated, and often a CNS biopsy is required. Current treatment approaches are not effective in both HIV-positive and HIV-negative patients, and the outcome remain very poor in the majority of cases, even after combination therapies. We report three cases of PML in hematological patients, treated respectively with conventional chemotherapy and autologous and haploidentical transplantation, and review the literature on PML. All of them received rituximab, which has recently been in the focus of a Food and Drug Administration warning.