Study in Relapsed/Refractory Acute Myeloid Leukemia or Myelodysplastic Syndrome Patients to Determine the Recommended Dose of CYAD-02

Inclusion Criteria (main): * The patient must not be eligible for standard of care therapy and have one of the following hematological malignancy: 1. A confirmed relapsed or refractory acute AML (i.e. ≥ 5% blasts in bone marrow or in peripheral blood) with revised European LeukemiaNet (ELN) 2017 risk stratification for favorable, intermediate or adverse groups, after at least one prior therapy defined as either * Recurrence of disease after a first complete remission and not eligible for a second course of induction therapy, or * Recurrence of disease after a second complete remission, or * Failure to achieve a Complete Response after induction chemotherapy. 2. A confirmed MDS as defined by revised International Prognostic Scoring System criteria for intermediate, high-risk or very high-risk disease or MDS with Tumor Protein 53 mutation as detected by next-generation sequencing, after failure of prior treatment with at least 4 cycles of azacitidine or decitabine defined as: * No response to treatment, * Loss of response at any time point, or * Intolerance to therapy. * The patient must have evaluable disease as defined by: * Revised Recommendations of the International Working Group (IWG) for Diagnosis, Standardization of Response Criteria for AML patients, * IWG 2006 Uniform Response Criteria for patients with MDS. * The absolute peripheral blast count should be \< 15,000/L. * The patient must have adequate hepatic and renal functions, as assessed by standard laboratory criteria. * The patient must have a left ventricular ejection fraction of ≥ 40 %, as determined by echocardiography or a multigated acquisition scan. * The patient must have a Forced Expiratory Volume (FEV) in the first second /Forced Vital Capacity = 0.7 with FEV-1 at 50 % predicted (GOLD 1 or 2 severity) as determined by spirometry Exclusion Criteria (main): * Patients with a confirmed or history of tumor involvement in the central nervous system * Patients who have received any cancer therapy with therapeutic intent (investigational agent or not) * Patients with any positive serology test results at baseline * Patients who plan to receive, are concurrently receiving or have received any investigational agent within 3 weeks before the planned day for the first CYAD-02 infusion * Patients with uncontrolled intercurrent illness or serious uncontrolled medical disorder * Patients with significant coagulation disorder or who are receiving treatment with warfarin derivatives, heparin or direct oral anticoagulants * Patients who have active infections * Patients with documented history of idiopathic pulmonary fibrosis, organizing pneumonia, drug-induced pneumonitis, idiopathic pneumonitis and/or active or acute exacerbation of chronic obstructive pulmonary disease