Diffuse alveolar hemorrhage (DAH) in primary and secondary vasculitis occurs when capillaritis is present. The diagnosis of DAH is considered in patients who develop progressive dyspnea with alveolar opacities on chest imaging (with density ranging from ground glass to consolidation) that cannot be explained otherwise. Hemoptysis, a valuable sign, is often absent. A decline of blood hemoglobin level over a few days without hemolysis or any hemorrhage elsewhere should be an alert for DAH. Bronchoalveolar lavage, retrieving bright red fluid, is the best diagnostic clue. Lung biopsy is not recommended. A search for anti-neutrophil cytoplasmic autoantibodies (ANCAs) is mandatory. Once DAH is diagnosed and hemodynamic as well as infectious causes have been excluded, ANCA-associated vasculitis is taken into account (mainly microscopic polyangiitis or Wegener granulomatosis, and, exceptionally, Churg-Strauss syndrome). Drug-induced DAH, especially antithyroid drugs such as propylthiouracil may be coupled with ANCA. Isolated DAH with capillaritis with or without ANCA is rare. DAH in systemic lupus erythematosus is either associated or not with capillaritis. Treatment of DAH should target the underlying disorder. In the primary vasculitides, corticosteroids and immunosuppressants, especially cyclophosphamide, are the mainstay of therapy, but plasma exchange, particularly in severe DAH, is the rule, although evidence of its effectiveness is awaited.