Pneumomediastinum has been described as a rare complication of connective tissue diseases. Here, we report four cases of pneumomediastinum: three of which are associated with dermatomyositis and one with mixed connective tissue disease. All our patients had interstitial lung disease. The first case of dermatomyositis described below was complicated by epidural emphysema (pneumorrhachis) in addition to pneumomediastinum. Pneumorrhachis is reported in many isolated case reports and series in the setting of asthma, pneumothorax, blunt chest trauma, etc. Less than 10% of pneumomediastinum cases develop this complication and vast majority of cases resolve spontaneously. The mechanism behind this has been postulated to be the passage of air through the intervertebral foramen. Others suggest entrapment of air which dissects between paraspinal soft tissues and along the vascular and nerve sheaths into the epidural space. This is the first ever reported case of epidural emphysema in connective tissue disease to the best of our knowledge.