Invasive fungal infections are an important cause of morbidity and mortality in patients with hematological malignancies. In particular, patients with neutropenia and those who have undergone allogeneic hematopoietic stem cell transplantation are at highest risk, with fungal pneumonia being the main clinical manifestation in these patients. The most common pathogens associated with fungal pneumonia are Aspergillus spp. and Zygomycetes. However, other pathogens have also been observed in fungal pneumonia, including Cryptococcus spp., Pneumocystis jirovecii, and Candida spp. This comprehensive review will focus on the important practical aspects relevant to the epidemiology, clinical diagnosis, and therapeutic management of pneumonia due to filamentous fungi in patients affected by hematological malignancies.