Myelofibrosis (MF) is a life-threatening blood cancer characterized by progressive bone marrow fibrosis, splenomegaly, cytopenias, and debilitating constitutional symptoms. Abnormal expression and activity of a number of proinflammatory cytokines are associated with MF, in which immune dysregulation is pronounced as evidenced by dysregulation of several immune and inflammation genes. The discovery of the Janus kinase 2 (JAK2) V617F mutation has led to the development of a number of JAK1/2 inhibitors in the treatment of MF and similar neoplasms. Here, the role of cytokines in MF initiation and progression is discussed, the impact of current therapies is reviewed, and new combination therapies are proposed, such as JAK1/2 inhibitors with interferons, statins, and epigenetic modifiers for patients with MF and related neoplasms.