Diffuse alveolar hemorrhage (DAH) is a rare but fatal complication in patients with systemic lupus erythematosus (SLE). We describe a case of a 74-year-old woman who presented with DAH as an initial presentation of SLE. She also had microscopic polyangiitis clinically manifesting as crescentic glomerulonephritis and purpura with positive myeloperoxidase (MPO)-antineutrophil cytoplasmic antibodies (ANCA). The patient transiently improved when treated with plasma exchange and methylprednisolone pulse therapy; however, she died of recurrent pulmonary hemorrhage and concurrent cryptococcal pneumonia. This case indicates that MPO-ANCA is associated with severe organ involvement such as pulmonary hemorrhage and crescentic glomerulonephritis in SLE.