Pulmonary alveolar proteinosis (PAP) is classified as autoimmune, secondary, or genetic. We herein describe a 69-year-old man with autoimmune PAP, simultaneously diagnosed with myeloproliferative neoplasm (MPN). Two years after the diagnosis, the MPN progressed to acute myeloid leukemia, and the patient died from an alveolar hemorrhage during remission induction chemotherapy. Throughout the clinical course, no progression of PAP was observed, despite the progression to leukemia. There are few reports of autoimmune PAP with hematological malignancy, and this case demonstrated that an evaluation for GM-CSF autoantibodies is important for distinguishing the autoimmune and secondary forms of PAP, even if the patient has hematological malignancy.