Subtle caspase activation is associated with the differentiation of several myeloid lineages. A tightly orchestrated dance between caspase-3 activation and the chaperone HSP70 that migrates to the nucleus to protect the master regulator GATA-1 from cleavage transiently occurs in basophilic erythroblasts and may prepare nucleus and organelle expel that occurs at the terminal phase of erythroid differentiation. A spatially restricted activation of caspase-3 occurs in maturing megakaryocytes to promote proplatelet maturation and platelet shedding in the bloodstream. In a situation of acute platelet need, caspase-3 could be activated in response to IL-1α and promote megakaryocyte rupture. In peripheral blood monocytes, colony-stimulating factor-1 provokes the formation of a molecular platform in which caspase-8 is activated, which downregulates nuclear factor-kappa B (NF-κB) activity and activates downstream caspases whose target fragments such as those generated by nucleophosmin (NPM1) cleavage contribute to the generation of resting macrophages. Human monocytes secrete mature IL-1β in response to lipopolysaccharide through an alternative inflammasome activation that involves caspase-8, a pathway that does not lead to cell death. Finally, active caspase-3 is part of the proteases contained in secretory granules of mast cells. Many questions remain on how these proteases are activated in myeloid cell lineages, which target proteins are cleaved, whereas other are protected from proteolysis, the precise role of cleaved proteins in cell differentiation and functions, and the link between these non-apoptotic functions of caspases and the death of these diverse cell types. Better understanding of these functions may generate therapeutic strategies to control cytopenias or modulate myeloid cell functions in various pathological situations.