The traditional method of 3+3 standard design and model-based Bayesian continual reassessment method (CRM) are commonly used in Phase I clinical trials to identify the maximal tolerated dose(MTD) of a new drug. In this paper we review clinical examples of Phase I trials that were carried out in patients with refractory or relapsed leukemia and myelodysplastic syndrome. The recently proposed 3+1+1 design and rolling-6 design can shorten the trial duration, when a very slow accrual of patients with a simple 3+3 standard design may result in the untimely termination of trials. Too conservative approaches in determining the dose levels in Phase I clinical trials can leave clinical investigators unable to accurately determine the MTD. When determining future patient doses, the designs that use a time-to-event CRM can cooperate late toxicities by accounting for the proportion of the observation period of each enrolled patient. With the CRM design, simulations under different scenarios during the trial are important in detecting the under- or over-estimation of the initial estimate of the dose-limiting toxicity rate for each dose level. We present the advantages and drawbacks of the designs used in Phase I clinical trials for leukemia patients.