Objectives: We aimed to quantify the risk of death following a positive test for severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) among individuals with haematological malignancies, stratified by virus variants and type of malignancy. Methods: Using the Danish nationwide registries, we conducted a population-based cohort study among individuals who received a discharge diagnosis of haematological malignancies during the 5 years prior to testing positive for SARS-CoV-2 (February 2020–April 2023). All individuals were followed for 30 days after a positive test, and overall and time-stratified case fatality risks (CFR) were estimated. Results: We identified 7154 individuals with a history of haematological malignancies who tested positive for SARS-CoV-2. Among these, we observed 223 deaths, yielding a CFR of 3.1%. The CFR was highest at the beginning of the pandemic (10%) and gradually declined to 1.9% during the period of Omicron BA1/BA2 predominance. The highest CFR was observed among individuals with acute leukaemia (CFR 6.2%, adjusted relative risk 1.95, 95% confidence interval 1.33–2.88) compared to individuals with lymphoma (CFR 3%). Conclusions: We observed a reduction in the CFR over time, which may be attributed to new treatments, COVID-19 vaccination and the emergence of less aggressive variants.