We present a case of multiple myeloma that was treated with a regimen that included lenalidomide. Lenalidomide, a thalidomide analog, is an immunomodulatory drug created synthetically by changing the chemical makeup of thalidomide to increase efficacy and lessen negative effects. It has been authorized for the treatment of relapsed or resistant multiple myeloma. In the case discussed in this report, the patient's lenalidomide dosage was changed to account for her renal impairment. Regardless of this adjustment of the dose, the patient presented with lung infiltrates, hemoptysis, and fever. Unfortunately, she was diagnosed with diffuse alveolar hemorrhage (DAH) secondary to lenalidomide after excluding other causes of hemoptysis. To the best of our knowledge, we believe this is the first case of DAH reported with lenalidomide in Saudi Arabia, which also discusses the possible therapeutic options for such presentations.