This study aimed to investigate the frequency and features of diffuse alveolar hemorrhage (DAH) in Chinese patients with systemic lupus erythematosus (SLE) and evaluate the association of DAH with the features. A total of 943 patients with SLE were categorized into two groups: 896 patients without DAH and 47 patients with DAH. The demographic data, clinical and laboratory findings, and SLE disease activity index 2000 of all patients were statistically analyzed. The DAH frequency in patients with SLE was 4.98%, and the mortality rate of DAH was 42.55%. The clinical features with statistical differences between the two groups were analyzed by multivariate logistic regression, and the results suggested that shorter disease duration [odds ratio (OR): 0.972, 95% confidence interval (CI) 0.946, 0.998], younger age (OR: 0.867, 95% CI 0.764, 0.984), moderate (OR: 25.949, 95% CI 3.316, 203.065) or severe (OR: 24.904, 95% CI 2.675, 231.859) anemia, abnormally elevated levels of urine protein (OR: 10.839, 95% CI 1.351, 86.938) and serum creatinine (OR: 14.534, 95% CI 5.012, 42.142), interstitial lung disease (OR: 6.569, 95% CI 2.053, 21.021), and infection (OR: 8.890, 95% CI 3.580, 22.077) were independent risk factors for the occurrence of DAH in patients with SLE. Moderate or severe anemia was highly suggestive of DAH.