The short answer is that antibodies are proteins like any other, and if an antibody from a foreign source is injected it can result in an immune response. This is, of course, exploited in the production of secondary antibodies for use in research (e.g. goat anti-rabbit IgG is a goat antibody that recognises rabbit IgG).
Because of this, therapeutic antibodies are "humanised" and this is the case with Rituximab which is derived from a mouse monoclonal IgG:
Rituxan is a genetically engineered chimeric murine/human monoclonal antibody directed against the CD20 antigen found on the surface of normal and malignant B lymphocytes. The antibody is an IgG1 kappa immunoglobulin containing murine light- and heavy-chain variable region sequences and human constant region sequences. Rituximab is composed of two heavy chains of 451 amino acids and two light chains of 213 amino acids
Presumably it would be possible for the remaining mouse-derived variable regions to be recognised as foreign by the human immune system, and this possibility is hinted at in the abstract of an early paper on rituximab (McLaughlin et al. (1998) Rituximab chimeric anti-CD20 monoclonal antibody therapy for relapsed indolent lymphoma: half of patients respond to a four-dose treatment program. J Clin Oncol.16:2825-33.) My emphasis...
A chimeric monoclonal antibody more effectively mediates host effector functions and is itself less immunogenic than are murine antibodies.
However, I'm not aware of any evidence that simple immune responses to Rituximab actually occur.