Limited data exist on the cytokine and cellular changes in the alveolar environment in immunocompromised patients during Pneumocystis jirovecii infection. A cellular and a cytokine analysis were performed on bronchoalveolar lavage (BAL) samples from three groups of patients, i.e., an initial study group of 64 immunocompromised P. jirovecii-positive individuals and two control groups of P. jirovecii-negative patients who had been or not immunosuppressed (65 patients). The results were related to alveolar dilution as determined by urea measurement. Compared with non-infected groups, P. jirovecii-infected patients had a lower level of alveolar macrophages (AM), particularly those with high burdens of P. jirovecii. Alveolar macrophages over-expressed the Dectin-1 receptor, which was largely implicated in P. jirovecii clearance. The alveolar CD8+T and CD4+T lymphocyte counts were increased and an inverse correlation was observed between the alveolar CD4+ cell count and the P. jirovecii burden. Although the alveolar IL-6 level was considerably increased, alveolar IL-17, IL-10, TNF-α, TGF-β concentrations of P. jirovecii patients were not different from the control groups. Changes in the pulmonary environment were also highlighted during P. jirovecii colonization. Our study suggests that there is a correlation between the P. jirovecii burden in the alveolus (from colonization to a high P. jirovecii burden), and the degree of impairment of the alveolar immune response.