Progressive multifocal leukoencephalopathy (PML) is a rare opportunistic infection that occurs in patients whose immune system is compromised either because of an underlying illness or an immunosuppressive medication. John Cunningham virus, prevalent in 60% or more of the adult population as a latent or persistent infection, is responsible for the syndrome of PML. This article reviews PML in association with the most common immunotherapies and discusses risk mitigation and monitoring strategies.