This is a study of itacitinib (INCB039110) in patients with myelofibrosis. This study will evaluate safety and efficacy parameters of itacitinib (INCB039110).

Inclusion Criteria:

• Must be diagnosed with PMF, PPV-MF or PET-MF as confirmed by bone marrow biopsy.
• Must score at least 1 point on the Dynamic International Prognostic Scoring System (DIPSS) for prognostic risk factors and have peripheral blast count <10% at both Screening and Baseline hematology assessments.
• Subjects must discontinue all drugs used to treat underlying MF disease no later than Day -14.
• Subjects must have hemoglobin value >/= 8.0g/dL and be willing to receive blood transfusions, have a platelet count >/=50x10^9/L and absolute neutrophil count (ANC) >/= 1x10^9/L.
• Subjects must have palpable spleen or history of splenectomy
• Active symptoms at the screening visit

Exclusion Criteria:

• Women who are pregnant or breastfeeding, and men and women who cannot comply with requirements to avoid fathering a child or becoming pregnant, respectively.
• Subjects with impaired liver function, end stage renal disease on dialysis or clinically significant concurrent infections requiring therapy.
• Subjects with unstable cardiac function or invasive malignancies over the previous 2 years except treated basal or squamous carcinomas of the skin, completely resected intraepithelial carcinoma of the cervix and completely resected papillary thyroid and follicular thyroid cancers.