Background/Objectives: Hodgkin lymphoma (HL) and primary mediastinal B-cell lymphoma (PMBCL) affect young women, with cure rates exceeding 80%. Treatment-related gonadal insufficiency is recognized for its impact on fertility, yet fertility preservation remains underutilized, and prospective data are limited. The aim of this study is to prospectively evaluate gonadal function in women ≤40 years old with lymphoma undergoing chemotherapy. Methods: Ovarian reserve and endocrine ovarian function were evaluated by sequential measurements of follicle-stimulating hormone (FSH), luteinizing hormone (LH), anti-Müllerian hormone (AMH), progesterone, and estradiol at diagnosis, during, and after chemotherapy. Results: 81 female patients ≤40 years old were enrolled, including 53 with HL and 28 with NHL (16 with PMBCL). HL patients had significantly lower AMH values for their respective age group compared to all other diagnoses (p = 0.05), which was more striking for patients ≤30 years old (p = 0.039), indicating pre-existing reduced ovarian reserve in HL. In HL, both FSH and AMH levels indicate gonadal dysfunction for at least six months post-chemotherapy, with AMH serving as a more sensitive biomarker than FSH. For PMBCL patients treated with R-DA-EPOCH, AMH suppression was noticed, with no evidence of recovery up to 18 months post-treatment. At all time points, the PMBCL patients had significantly lower AMH values compared to the HL patients (AMH6: p = 0.03, AMH12 and AMH18: p = 0.05). AMH emerged as the most sensitive marker of ovarian damage, with pretreatment levels <7 pmol/L predicting impaired ovarian reserve in HL patients. Conclusions: For HL, the pretreatment cut-off of 7 pmol/L could discriminate patients with ovarian insufficiency post-treatment, whereas no statistically significant predictive association was identified in PMBCL. These findings require validation in larger cohorts.