Patients with haematological malignancies (HM) and SARS-CoV-2 infection present a higher risk of severe COVID-19 and mortality. The aim of the study was to investigate whether vaccination and monoclonal antibodies (mAbs) have modified the outcomes of HM patients with COVID-19. This is a single-centre retrospective study in HM patients hospitalized due to SARS-CoV-2 infection from March 2020 to April 2022. Patients were divided into PRE-V-mAb group (patients hospitalized before the introduction of vaccination and mAbs) and POST-V-mAb group (patients hospitalized after the use of vaccine and mAbs). A total of 126 patients were included (65 PRE-V-mAb and 61 POST-V-mAb). POST-V-mAb patients showed a significantly lower risk of intensive care unit (ICU) admission (8.2% vs. 27.7%, p = 0.005), shorter viral shedding [17 (IQR 10–28) vs. 24 days (IQR 15–50), p = 0.011] and shorter hospitalization length [13 (IQR 7–23) vs. 20 (IQR 14–41) days, p = 0.0003] compared to the PRE-V-mAb group. Nevertheless, both in-hospital and 30-day mortality rates did not significantly differ between the two groups (29.5% POST-V-mAb vs. 36.9% PRE-V-mAb and 21.3% POST-V-mAb vs. 29.2% PRE-V-mAb, respectively). At the multivariable analysis, an active malignancy (p = 0.042), a critical COVID-19 at admission (p = 0.025) and the need for high-level of oxygen support at respiratory worsening [either HFNC/CPAP (p = 0.022) or mechanical ventilation (p = 0.011)] were independently associated with in-hospital mortality. In the subgroup of POST-V-mAb patients, receiving therapy with mAbs was a protective factor (p = 0.033). Despite the new therapeutic and preventive strategies available, HM patients with COVID-19 disease represent an extremely vulnerable group with still high mortality rates.