We propose and analyze a system of partial differential equations (PDEs) for chronic myeloid leukemia (CML), generalizing the ordinary differential equations' system (ODE) proposed in [3, 2]. This model describes the proliferation and differentiation of leukemic cells in the bone marrow and the interactions of leukemic and immune cells. We consider that the differentiation of cells can be described by a continuous variable which we use to structure our system. The model is based on a non-monotonic immune response. At low levels, immune response increases with the tumor load whereas for high levels, tumor is suppressing the effect of immune system (immunosuppression). We analyze the stability of the steady states of the model and compare it to the case of [2] where maturity was described as a discrete state. In particular, a steady state describing remission induced by a control due to the immune system is shown to be unstable in certain situations for the PDE model , whereas in [2] it was systematically stable.