Assessing the economic value of treatments for chronic lymphocytic leukaemia (CLL) is necessary to support healthcare decision makers; however, it poses a number of challenges. This paper reviews economic models of CLL treatment to learn the lessons from this experience and support ongoing model efforts. A search of databases and submissions to key health technology assessment agencies identified nine models. The modelling approaches adopted across these studies were fairly similar, with most models adopting a cohort Markov structure, though one example of a discrete event simulation was identified. While the cohort Markov approach has been acceptable to the National Institute for Health and Care Excellence, the review identifies a number of key uncertainties with these models, including the extrapolation of survival outcomes beyond the period observed by the trial, the effectiveness of second-line therapies, and estimates of health state utility. Further work is required to overcome these uncertainties, including comprehensive sensitivity analysis, systematic review of the evidence on the natural progression of CLL, and the collection of longer-term trial and registry data.