The pathogenesis of Rheumatoid Arthritis (RA) is not fully understood, probably influenced by genetic and environmental factors. Interstitial Lung Disease (ILD) is an extra-articular manifestation of RA, which contributes significantly to morbidity and mortality. The identification of anti-HLA antibodies has been useful in the transplantation field; however, its contribution to autoimmune diseases as RA has not been fully studied. We aimed to determine the presence of anti-HLA antibodies in RA patients with and without ILD and its possible association with clinical and biochemical markers. One-hundred and forty-seven RA patients, of which 65 had ILD (RA-ILD group), were included. Sera samples for Anti-HLA Class II LABScreen panel-reactive antibodies (PRA) were analyzed. In both groups, women predominated, and lung function was worse in patients with ILD. The anti-CCP+ (UI/mL) was higher in the RA group in comparison to RA-ILD (p < 0.001). Expositional risk factors (tobacco smoking and biomass-burning smoke) were higher in RA-ILD patients. PRA+ was identified in ~25% RA-ILD patients, while ~29% in the RA group. The CRP levels have a positive correlation with the percentage of reactivity (%PRA, p = 0.02, r2 = 0.60) in the RA-ILD group. In conclusion, anti-HLA antibodies correlate with C-reactive protein levels in RA patients with ILD.