Diffuse alveolar hemorrhage (DAH) is a rare yet serious and frequently life-threatening complication of a variety of conditions. DAH may result from coagulation disorders, inhaled toxins, or infections. Most cases of DAH are caused by capillaritis associated with systemic autoimmune diseases such as antineutrophil cytoplasmic antibodies-associated vasculitis, anti-glomerular basement membrane disease, and systemic lupus erythematosus. Early recognition is crucial, because the prompt institution of supportive measures and immunosuppressive therapy is required for survival. Our understanding of DAH and its management is largely empiric and based on small case series and individual reports, many dating back more than one decade. To provide the practicing specialist with a rational diagnostic and management approach to the patient with DAH, this review summarizes the most recent publications and salient information derived from older publications.