Understanding the mechanisms of autophagy induction and its role during chemotherapeutic treatments is of fundamental importance in order to manipulate it to improve the outcome of chemotherapy. In particular whether the bortezomib-induced autophagy plays a pro-survival or pro-death role is still controversial. In this study we investigated if bortezomib induced endoplasmic reticulum (ER) stress and activated autophagy in Primary Effusion Lymphoma (PEL) cells and how they influenced cell survival. We found that bortezomib induced up-regulation of the pro-survival and pro-death ER stress molecules BIP and CHOP and activated c-Jun NH2-terminal kinase (JNK), resulting in Bcl-2 phosphorylation and induction of autophagy. JNK and autophagy activation played a pro-survival role in this setting, thus their inhibition increased the bortezomib cytotoxic effect and PARP cleavage in PEL cells. Based on our results we suggest that the combination of bortezomib with JNK or autophagy inhibitors could be exploited to improve the outcome of therapy of this aggressive B cell lymphoma.