Background: The outcome of patients with simultaneous diagnosis of haematological malignancies (HM) and COVID-19 is unknown and there are no specific treatment guidelines. Methods: We describe the clinical features and outcome of a cohort of 450 patients with simultaneous diagnosis of HM and COVID-19 registered in the EPICOVIDEHA registry between March 2020 to February 2022. Results: Acute leukaemia and lymphoma were the most frequent HM (35.8% and 35.1%, respectively). Overall, 343 (76.2%) patients received treatment for HM, which was delayed for longer than one month since diagnosis in 57 (16.6%). An overall response rate was observed in 140 (40.8%) patients after the first line of treatment. After a median follow-up of 35 days, overall mortality was 177/450 (39.3%); 30-day mortality was significantly higher in patients not receiving HM treatment (42.1%) than in those receiving treatment (27.4%, p = 0.004), either before and/or after COVID-19, or compared to patients receiving HM treatment at least after COVID-19 (15.2%, p < 0.001). Age, severe/critical COVID-19, ≥2 comorbidities, and lack of HM treatment were independent risk factors for mortality, whereas a lymphocyte count >500/mcl at COVID-19 onset was protective. Conclusions: HM treatment should be delivered as soon as possible for patients with simultaneous diagnosis of COVID-19 and HM requiring immediate therapy.