Systemic vasculitides frequently affect the pulmonary vasculature. As the signs and symptoms of pulmonary vasculitis are variable and nonspecific, diagnosis and treatment represent a real challenge. Vasculitides should be given consideration, as these diseases present severe manifestations of rapidly progressing pulmonary disease. Examining other organs usually affected by vasculitides (e.g., the skin and kidneys) and determining autoantibody levels are essential to a better management of the disease. A radiological study would also contribute to establishing a diagnosis. The lungs are commonly involved in small-vessel vasculitis, anti-glomerular basement membrane disease, and vasculitides associated with antineutrophil cytoplasmic antibodies. Associated life-threatening diffuse alveolar haemorrhages and irreversible damage to other organs—usually the kidneys—are severe complications that require early diagnosis. Vasculitides are rare diseases that affect multiple organs. An increasing number of treatments— including biological agent-based therapies—requiring cooperation between specialists and centers have become available in the recent years. In the same way, clinicians should be familiar with the complications associated with immunosuppressive therapies.