Hematological diseases are often accompanied by respiratory disorders. Pulmonary alveolar proteinosis (PAP) is a rare disease characterized by excessive accumulation of surfactant in the alveolar space. We describe a case of PAP complicated by myelofibrosis following essential thrombocythemia. The patient developed high fever, respiratory failure, and leuko-erythroblastosis during the progressive course of PAP. These symptoms were alleviated by prednisolone. The level of serum IL-6 was elevated when PAP was progressing rapidly. This may explain why the symptoms were alleviated by the steroids.