In hematological malignancies complex interactions exist between the immune system, microorganisms and malignant cells. On one hand, microorganisms can induce cancer, as illustrated by specific infection-induced lymphoproliferative diseases such as Helicobacter pylori-associated gastric mucosa-associated lymphoid tissue lymphoma. On the other hand, malignant cells create an immunosuppressive environment for their own benefit, but this also results in an increased risk of infections. Disrupted innate immunity contributes to the neoplastic transformation of blood cells by several mechanisms, including the uncontrolled clearance of microbial and autoantigens resulting in chronic immune stimulation and proliferation, chronic inflammation, and defective immune surveillance and anti-cancer immunity. Restoring dysfunction or enhancing responsiveness of the innate immune system might therefore represent a new angle for the prevention and treatment of hematological malignancies, in particular lymphoid malignancies and associated infections. Recently, it has been shown that cells of the innate immune system, such as monocytes/macrophages and natural killer cells, harbor features of immunological memory and display enhanced functionality long-term after stimulation with certain microorganisms and vaccines. These functional changes rely on epigenetic reprogramming and have been termed ‘trained immunity’. In this review the concept of ‘trained immunity’is discussed in the setting of lymphoid malignancies. Amelioration of infectious complications and hematological disease progression can be envisioned to result from the induction of trained immunity, but future studies are required to prove this exciting new hypothesis.