Patients with chronic lymphocytic leukaemia (CLL) have an increased risk of new malignancies. However, limited data have been published about the impact of CLL treatment on this risk. Here we followed a Danish population-based cohort of CLL patients for risks of new malignancies. Patients in the Danish CLL registry (2008–2017) were included. Up to 50 CLL-free matched comparators were identified. First-line treatment was categorized into four groups; bendamustine, chlorambucil, fludarabine or other. Patients were followed from CLL diagnosis for individual types of malignancy. Adjusted hazard ratios (HR) for new malignancies and 95% confidence intervals (95% CI) were calculated. Overall, 4286 CLL patients and 214 150 controls developed 594 and 20 565 new malignancies respectively. Risk of new malignancies was increased for CLL patients. Chemotherapy treatment was registered for 1064 (25%) patients with CLL. Chemotherapy was associated with increased HR (1·51, 95% CI: 1·3–1·8) of any new malignancy. Specifically, fludarabine was associated with an increased risk of myelodysplastic syndrome (MDS) (HR 4·93, 95% CI: 1·2–19·8). Patients with CLL are at increased risk of other haematological and solid malignancies compared to the general population. Chemotherapy exposure is associated with increased risk of second malignancies and fludarabine is associated with increased risk of MDS.