Pulmonary manifestations of systemic lupus erythematosus (SLE) include, but are not limited to, pneumonia, interstitial pneumonitis, atelectasis and pleural effusion. Cavitary lung lesions are rarely associated with SLE. We present herein the case of a female patient with SLE and lupus nephritis who presented to the hospital with respiratory failure, rash and arthralgias. She was found to have a cavitary lung lesion most concerning for infection. However, despite an extensive inpatient antibiotic course, her symptoms persisted. After a collaborative effort between the primary team, pulmonology, infectious disease and rheumatology, she was placed on systemic glucocorticoid therapy, which resolved not only her respiratory failure, but also her cavitary lung lesion on subsequent follow-up with imaging. The dilemma of management in such cases will be discussed in addition to a review of previously reported cases.