The diagnostic assessment of patients with Interstitial Lung Disease (ILD) can be challenging due to the large number of possible causes. Moreover, the diagnostic approach can be limited by the severity of the disease, which may not allow invasive exams. To overcome this issue, the referral centers for ILD organized Multidisciplinary Teams (MDTs), including physicians and experts in complementary discipline, to discuss the management of doubtful cases of ILD. MDT is currently considered the gold standard for ILD diagnosis, but it is not often simple to organize and, furthermore, rheumatologists are still not always included. In fact, even if rheumatologic conditions represent a common cause of ILD, they are sometimes difficult to recognize, considering the variegated clinical features and their association with all possible radiographic patterns of ILD. The first objective of this review is to describe the clinical, laboratory, and instrumental tests that can drive a diagnosis toward a possible rheumatic disease. The secondary objective is to propose a set of first-line tests to perform in all patients in order to recognize any possible rheumatic conditions underlying ILD.