This study was undertaken to investigate clinical characteristics of diffuse alveolar hemorrhage (DAH) in patients with systemic lupus erythematosus (SLE) and to determine risk factors and clinical outcomes of DAH in SLE patients. Among the 1521 patients with SLE admitted between January 1993 and June 2009 to affiliated hospitals of Catholic University of Korea, 21 SLE were admitted for DAH. The inclusion criteria for DAH was defined as new infiltrates on chest radiographs, an acute hemoglobin drop of at least 1.5 g/dl in the absence of an obvious source of bleeding, and one or more of the following signs: hemoptysis, hypoxemia, bronchoscopic or biopsy evidence of DAH. Included as disease controls were 83 SLE patients, matched for age and sex, who were admitted for other manifestations. Data based on medical records were analyzed retrospectively. There were no significantly differing demographic characteristics between SLE patients with DAH and those with other manifestations. Multivariate analysis demonstrated coexisting neuropsychiatric lupus (p = 0.002) and high SLE disease activity index scores (SLEDAI > 10) as independent risk factors in the development of DAH (p = 0.029). Among the 21 SLE patients with DAH, 13 died during the admission period (in-hospital mortality rate: 61.9%). Mortality was associated with infection and requirements of mechanical ventilation. Collectively, SLE patients who have neuropsychiatric manifestations or are in the active stage of the disease have an increased risk for developing DAH. Due to the high mortality of SLE patients with DAH, early recognition of risk factors and appropriate intervention is essential.