We present the case of a 43-year-old Caucasian man who developed visceral leishmaniasis (VL) following treatment with a combination of brentuximab vedotin and doxorubicin, vinblastine, and dacarbazine (A+AVD) for advanced-stage classical Hodgkin's lymphoma (cHL). The patient initially showed a favorable response to the treatment, but shortly after completing six cycles, he experienced recurrent fever, splenomegaly, and severe anemia. Extensive infectious disease evaluations led to a diagnosis of VL, confirmed by PCR testing. The patient was treated with amphotericin B, resulting in full clinical recovery. In addition to presenting this rare case, we conducted a full review of the literature on VL in the context of hematological disorders, including non-Hodgkin's lymphoma, splenic marginal zone lymphoma, and other lymphoproliferative diseases. This review highlights the increasing prevalence of VL in immunocompromised individuals, particularly those undergoing treatments like chemotherapy or immunotherapy, and underscores the importance of considering VL in differential diagnoses when such patients present with persistent fever and splenomegaly.