During Run II of the Tevatron collider, D0 collaboration has made extensive searches for the neutral MSSM Higgs bosons ({phi}), produced in p{bar p} collisions at {radical}s = 1.96 TeV. Two such analyses, addressing inclusive {phi} production with {phi} {yields} {tau}{sup +}{tau}{sup -}, and associated {phi}b(b) production with {phi} {yields} b{bar b} are reported here. No excess of events above the background expectation has been observed in any of these analyses. The results are combined to set constraints on the MSSM parameter space