We report a case of primary large B cell-type pituitary lymphoma in a 47-year-old immunocompetent female who presented with headache and cranial nerve palsy. She was treated with the DeAngelis chemotherapy protocol and achieved a complete remission. At 1 and 6 months after completion of chemotherapy, she presented with anasarca and was diagnosed with relapse exclusively in the bone marrow twice. She received 8 cycles of R-CHOP chemotherapy and had complete resolution of anasarca. Consequently, we proceeded with salvage chemotherapy followed by autologous stem cell transplantation. To our knowledge, this is the first reported case of primary pituitary lymphoma that relapsed exclusively in the bone marrow and presented with clinical findings of idiopathic anasarca.