Background: The increase of lymphoma patient survival led to a modification of the incidence of long-term sequelae, including second malignancies (SM). Several groups have dealt with the incidence of SM, according to the primary treatment; however, a standardized approach for the early detection and screening of SM in the population of lymphoma survivors should be implemented. Methods: A systematic review was conducted by Fondazione Italiana Linfomi (FIL), in order to define the incidence of SM, the impact of modern radiotherapy on SM risk, and the usefulness of tailored follow-up and screening strategies for early diagnosis of SM. Classical Hodgkin lymphoma (cHL) and diffuse large B-cell lymphoma (DLBCL) survivors were investigated. The MEDLINE, Embase, and Cochrane Library databases were checked for relevant reports published up to January 2020. The selection process was reported according to the preferred reporting items for systematic reviews and meta-analyses (PRISMA) guidelines. Results: A total of 27 full-text manuscripts resulted as eligible for the analysis. The incidence of SM in cHL patients treated with ABVD was higher compared to the general population and was even higher in patients treated with intensified regimens. The risk increased over time, as well as after 10–15 years from therapy, and was augmented by radiotherapy exposure. In DLBCL, more intensive regimens (i.e., R-CHOEP or R-MegaCHOEP) vs. R-CHOP were associated with a higher SM incidence. Salvage chemotherapy and autologous stem cell transplants increased the risk of SM in both cHL and DLBCL cohorts. A lower incidence of SM, particularly of breast cancer (BC), was shown in cohorts of cHL survivors treated with reduced radiation volumes and doses (involved fields vs. extended fields), but robust trials are still lacking. Considering the advantage of a structured screening for early detection of SM, all the included studies regarded cHL survivors and screening strategy for early BC detection. Moreover, the authors discuss additional papers, to guide the early diagnosis of lung, colorectal, skin, and thyroid cancer in patients at risk due to family history, drug or RT exposure, or unhealthy lifestyles. These screening strategies all passed through patient awareness. Conclusion: A modern approach to chemotherapy and radiotherapy led to a lower risk of SM, which should be confirmed over time. Early detection of secondary cancers could be achieved through a tailored screening program, according to the individual risk profile.