Introduction: Allogeneic hematopoietic stem-cell transplantation (allo-HSCT) remains the best curative option for high-risk myelodysplastic syndrome (MDS) and acute myeloid leukemia (AML). Unfortunately, it is still associated with a significant risk of relapse due to mechanisms of escape from the control of alloreactive T cells. Repetitive adjuvant donor lymphocyte infusion (DLI), termed prophylactic DLI (proDLI), as an effective strategy in preventing relapse is still debated. Methods: We performed a retrospective multicenter study to evaluate the efficacy of proDLI in allografted AML and MDS. We identified 56 patients treated with proDLI (DLI planned in full chimeras without any sign of disease relapse) and matched them to 167 patients in control group, (DLI performed for mixed chimerism or positive minimal residual disease) based on similar age, initial disease, cytogenetic prognosis, and conditioning intensity. Results: In univariate analysis, the incidence of severe aGVHD at 100 days and incidence of all grades of chronic GVHD 1 year after allo-HSCT were similar in the two groups. We also observed a trend of higher 3-year RI (52.61% [95% confidence interval 25.99–79.23]) in the proDLI group versus the control group (29.31% [20.28–38.34], p = 0.067). However, 3-year overall survival (p = 0.892), progression-free survival (p = 0.239), and nonrelapse mortality (p = 0.343) were similar between the two groups. In multivariate analysis, the only factor influencing overall and progression-free survival was anti-thymocyte globulin administration during the conditioning regimen. Conclusion: The proDLI strategy had an acceptable toxicity profile but did not improve patient outcomes compared to the pre-emptive strategy.