Diffuse alveolar hemorrhage (DAH) is a life-threatening and medical emergency that can be caused by numerous disorders and presents with hemoptysis, anemia, and diffuse alveolar infiltrates. Early bronchoscopy with bronchoalveolar lavage is usually required to confirm the diagnosis and rule out infection. Most cases of DAH are caused by capillaritis associated with systemic autoimmune diseases such as anti-neutrophil cytoplasmic antibody-associated vasculitis, anti-glomerular basement membrane disease, and systemic lupus erythematosus, but DAH may also result from coagulation disorders, drugs, inhaled toxins, or transplantation. The diagnosis of DAH relies on clinical suspicion combined with laboratory, radiologic, and pathologic findings. Early recognition is crucial, because prompt diagnosis and treatment is necessary for survival. Corticosteroids and immunosuppressive agents remain the gold standard. In patients with DAH, biopsy of involved sites can help to identify the cause and to direct therapy. This article aims to provide a general review of the causes and clinical presentation of DAH and to recommend a diagnostic approach and a management plan for the most common causes.