Objective In the context of systemic autoimmunity, that is systemic lupus erythematosus (SLE) or adult-onset Still’s disease (AOSD), secondary haemophagocytic lymphohistiocytosis (HLH; also referred to as macrophage activation syndrome (MAS) or more recently MAS-HLH) is a rare and potentially life-threatening complication. Pathophysiological hallmarks are aberrant macrophage and T cell hyperactivation and a systemic cytokine flare, which generate a sepsis-like, tissue-damaging, cytopenic phenotype. Unfortunately, for adult MAS-HLH we lack standardized treatment protocols that go beyond high-dose corticosteroids. Consequently, outcome data are scarce on steroid refractory cases. Aside from protocols based on treatment with calcineurin inhibitors, etoposide, cyclophosphamide and anti-IL-1, favourable outcomes have been reported with the use of intravenous immunoglobulin (IvIG) and plasma exchange (PE). Methods Here we report a retrospective series of steroid refractory MAS-HLH, the associated therapeutic regimes and outcomes. Results In this single-centre experience, 6/8 steroid refractory patients survived (median follow-up: 54.4 (interquartile range: 23.3–113.3) weeks). All were initially treated with PE, which induced partial response in 5/8 patients. Yet, all patients required escalation of immunosuppressive therapies. One case of MAS-HLH in new-onset AOSD had to be escalated to etoposide, whereas most SLE-associated MAS-HLH patients responded well to cyclophosphamide. Relapses occurred in 2/8 cases. Conclusion Together, early use of PE is at most a supportive measure, not a promising monotherapy of adult MAS-HLH. In refractory cases, conventional cytoreductive therapies (i.e. cyclophosphamide and etoposide) constitute potent and reliable rescue approaches, whereas IvIG, anti-thymoglobulin, and biologic agents appear to be less effective.