Population-based studies on familial aggregation of haematological malignancies (HM) have rarely focused specifically on early-onset HMs. We estimated standardized incidence ratios (SIR) and cumulative risks of relatives with Hodgkin lymphoma (HL), non-Hodgkin lymphomas (NHL), acute lymphoblastic leukaemia/lymphoma (ALL/LBL) and acute myeloid leukaemia (AML) when index persons and relatives were diagnosed with early-onset HM. A total of 8791 patients aged ≤40 years and diagnosed with primary HM in Finland from 1970 to 2012 were identified from the Finnish Cancer Registry and their 75 774 family members were retrieved from the population registry. SIRs for concordant HMs were elevated among first-degree relatives in all of the most common HMs of children and adolescents and young adults (AYA). The risk was highest among siblings with HL (SIR 9·09, 95% confidence interval 5·55–14·04) and AML (8·29, 1·00–29·96). HL also had the highest cumulative risk for siblings at ≤40 years of age (0·92% vs. 0·11% in the population). In conclusion, significantly elevated SIRs indicate a role of shared aetiological factors in some families, which should be noted in the clinical setting when caring for patients with early-onset HMs.