Gray zone lymphoma (GZL) is an extremely uncommon hematological cancer with characteristics in common with both classical Hodgkin's lymphoma (HL) and diffuse large B-cell lymphoma. In this case report, we present a rare case of a 22-year-old male who developed HL initially and then transitioned to relapsed or refractory GZL. The disease relapsed twice throughout, even after the peripheral blood stem cell transplant. The initial biopsy suggested it was classical HL, and the biopsy was done late in the progression of the disease; the features suggested it was GZL. The treatment consisted of curative and preventive chemotherapy, radiation therapy, and immunotherapy.