Primary myelofibrosis (PMF) is a myeloproliferative neoplasm characterized by hematopoietic stem-cell-derived clonal proliferation, leading to bone marrow (BM) fibrosis. Hematopoiesis alterations are closely associated with modifications of the BM microenvironment, characterized by defective interactions between vascular and endosteal niches. As such, neoangiogenesis, megakaryocytes hyperplasia and extensive bone marrow fibrosis, followed by osteosclerosis and bone damage, are the most relevant consequences of PMF. Moreover, bone tissue deposition, together with progressive fibrosis, represents crucial mechanisms of disabilities in patients. Although the underlying mechanisms of bone damage observed in PMF are still unclear, the involvement of cytokines, growth factors and bone marrow microenvironment resident cells have been linked to disease progression. Herein, we focused on the role of megakaryocytes and their alterations, associated with cytokines and chemokines release, in modulating functions of most of the bone marrow cell populations and in creating a complex network where impaired signaling strongly contributes to progression and disabilities.