The prevalence of pulmonary hypertension (PH) complicating interstitial lung diseases (ILDs) is 3.5-15% at an early stage, and up to 90% in ILD patients listed for lung transplantation. In addition, other types of PH may occur in patients with ILDs due to concomitant conditions. Therefore, any significant PH occurring in the setting of ILD requires a proper differential workup. PH increases morbidity and mortality in ILDs. The pathomechanisms underlying PH due to ILD (PH-ILD) are not fully known, and there is no straightforward correlation between the presence or severity of PH-ILD and the severity of ILD. Severe PH in mild ILD without other explanatory causes constitutes a dilemma of differentiating between PH due to ILD and pulmonary arterial hypertension coexisting with ILDs. The heterogeneity and poor prognosis of patients with ILDs coexisting with PH necessitate an individualised approach to the management of this condition. This review presents recent advances in understanding and treatment options in PH-ILD. It also addresses practical issues, such as when to suspect and how to screen for PH in ILD, what are the indications for right heart catheterisation, and how to approach an individual ILD patient to determine the dominant PH cause and apply adequate management.