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Background Major advances in the treatment of patients with hairy cell leukemia (HCL) have been made following the introduction of purine analogues. The major significant short-term toxicity of cladribine therapy are neutropenia and neutropenic fever (NF) which may be life-threatening. Aim In this retrospective study, we compared the incidence and duration of neutropenia and hospitalization in patients with HCL treated with cladribine followed by peg-filgrastim as primary prophylaxis versus daily filgrastim given “on demand” according to absolute neutrophil count (ANC). Methods Medical records of patients with HCL diagnosed and followed in 12 medical centers in Israel during 1985–2015 were examined for details of disease at diagnosis. The efficacy of peg-filgrastim and filgrastim was assessed by evaluating the incidence of neutropenia (ANC 9 ]/L), number and length of hospitalizations, and number of days from the last day of therapy to recovery of ANC to >1.0 × 10 [ 9 ]/L. Results The study population included 202 patients with HCL, 159 of whom (80.7%) were treated with cladribine; 78 patients (49%) required hospitalization for the administration of broad-spectrum antibiotics due to NF. Twenty-eight (19%) patients were treated with peg-filgrastim as primary prophylaxis, while 74 (64%) received filgrastim “on demand” due to neutropenia. Median length of hospitalization, and nadir duration were 8 and 18 days respectively (p = 0.71, p = 0.44). Conclusions Infectious complications post-cladribine treatment remain high. No difference was found in terms of incidence of NF, number of febrile days, and nadir duration in patients receiving primary peg-filgrastim prophylaxis compared to filgrastim given on demand. Both approaches are justifiable, and the choice remains at the physician’s discretion.