Diffuse alveolar haemorrhage (DAH) is a rare complication of systemic lupus erythematosus (SLE), which can have a potentially lethal outcome. Conventional treatments of the condition include cyclophosphamide and intravenous immunoglobulins. Successful treatment with rituximab and plasmapheresis has also been described. The authors report the case of a woman recently diagnosed with SLE who developed DAH refractory to conventional treatment while on immunosuppressive treatment for class III lupus nephritis whose DAH responded to plasmapheresis.