The present paper reports, to the best of our knowledge for the first time, the efficacy and tolerability of the combination of interferon (IFN)α-2a in pegylated formulation and rituximab after a “priming” phase with IFN in the frontline treatment of hairy cell leukemia (HCL) in a profoundly immunosuppressed patient with a Mycobacterium abscessus infection at onset. This immunotherapy combination may represent a potential therapeutic option in patients with active severe infection and for whom the use of purine nucleoside analogues (PNA) is contraindicated. The benefits and drawbacks of remarkably rapid immune reconstitution in the context of opportunistic infections are highlighted as well, as the potentially paradoxical effects of immune recovery as a result of effective immunotherapy strategies, known as immune reconstitution inflammatory syndrome (IRIS), have to be taken into account when dealing with patients with opportunistic infections.