Primary myelofibrosis (PMF) is a myeloproliferative neoplasm classified according to the 2016 revision of World Health Organization Classification of Tumors and Haematopoietic and Lymphoid Tissue. Ruxolitinib is an oral inhibitor of Janus kinase approved in the USA for the treatment of intermediate or high-risk PMF and approved in Europe for the treatment of splenomegaly and constitutional symptoms of the disease. More recently, case reports described serious opportunistic infections in this neoplasm treated with ruxolitinib. Research studies demonstrated the immunological derangement of this compound mainly based on T, dendritic, and natural killer cell defects. The purpose of this review of the literature was to analyze the relationship among ruxolitinib, immune system and bacterial, viral, fungal, and protozoan infections. A literature search was conducted using PubMed articles published between January 2010 and November 2016. The efficacy of drug in patients with PMF was demonstrated in two phase III studies, Controlled MyeloFibrosis Study with ORal Jak inhibitor Treatment (COMFORT-I and COMFORT-II). Grade 3 and 4 neutropenia were recognized in 7.1% and 2% of patients in the ruxolitinib and placebo arm of COMFORT-I. Grade 3 or 4 neutropenia or leukopenia were observed in 8.9% and 6.3% of ruxolitinib treated patients of 5-year follow-up of COMFORT-II. In addition, leukocyte subpopulations, lymphocyte functions, or antibody deficiency were not documented in either of the studies. The complex interactions between ruxolitinib, bone marrow, immune system, and infections in PMF need further investigation, robust data from a randomized clinical trial, registry, or large case-series.