Bone marrow infiltration (BMI), categorized as an extra-nodal site, affects stage and is associated with poor prognosis in newly diagnosed lymphoma patients. We have evaluated the accuracy of PET/CT and bone marrow biopsy (BMB) to assess BMI in 372 lymphoma patients [140 Hodgkin Lymphoma (HL) and 232 High Grade B-cell non-Hodgkin Lymphoma (HG B-NHL), among them 155 Diffuse Large B-Cell Lymphoma (DLCL)]. For HL cases, and taking into account PET/CT, sensitivity, negative predictive value (NPV) and accuracy were 96.7, 99.3, and 99.3% while those of BMB were 32.3, 83.8, and 85%, respectively. For HG B-NHL and considering PET/CT, sensitivity, NPV, and accuracy were 52.7, 81.7, and 84.1%, while those of BMB were 77.6, 90.2, and 90.7%, respectively. In the HG B-NHL group, 25 patients would have been under-staged without BMB. These results lead us to recommend PET/CT and the avoidance of BMB to assess BMI in HL. In the case of HG B-NHL, bone marrow status should be assessed firstly by means of PET/CT; only in either focal or diffuse PET/CT with low borderline SUV max values or in negative cases, should BMB be carried out afterwards. In the HG B-NHL setting and at the present moment, both techniques are complementary.