Pulmonary alveolar proteinosis (AP) is a rare cause of progressive respiratory failure in the normal host. It was first described by Rosen and coworkers in 1958 on the morphological basis of the accumulation of a PAS-positive material in the alveolar space. A couple of years later, AP was found to be unexpectedly associated with malignant diseases, especially with acute or chronic myeloid leukemias. These forms were called secondary AP in opposition to the primary forms observed in normal hosts. Probably because of its morphological definition and late diagnosis by means of histology or autopsy material, secondary AP has been considered to be life-threatening for a long time. However, recent observations show that AP can be diagnosed early in the course of the disease, especially through bronchoalveolar lavage, as long as the pathologist is aware of this possibility. Another point is that secondary AP can be reversible, both clinically and morphologically. This article summarizes the clinical features, morphological findings, and the main malignant diseases associated with secondary AP. We also comment on the hypotheses proposed in the literature to explain the association of AP, malignant disease, and immunosuppression. Alveolar macrophage is likely a key factor in the occurrence of secondary AP.