Both acute pancreatitis and diffuse alveolar haemorrhage are rare conditions associated with systemic lupus erythematosus (SLE). In this case report, a 23-year-old female with SLE was diagnosed with lupus-associated pancreatitis and, within a few days and despite initial therapy with pulse methyl-prednisolone, subsequently suffered an acute respiratory failure due to a diffuse alveolar haemorrhage. The patient was admitted to the intensive care unit and treatment was intensified with cyclophosphamide and rituximab, which shortly induced the complete remission of SLE with resolution of both clinical conditions. She completed treatment with six pulses of cyclophosphamide followed by azathioprine, hydroxychloroquine and prednisone at initial doses of 20 mg/d with rapid tapering to 5 mg/d, without relapse of the disease during the following year. This case can illustrate that, even in severe, life-threatening SLE flares, it is possible to avoid high-dose prednisone, which has been associated with severe side effects, including infections. Acute pancreatitis and diffuse alveolar haemorrhage are rare conditions caused by SLE. DAH can be a life-threatening complication, with an early mortality of at least 50%. When facing such severe SLE activity, there is a general tendency to use high doses of prednisone as the initial therapy, maintaining such high doses for long periods of time, even after the clinical situation has subsided. We report a case of a young woman with SLE, suffering from acute pancreatitis and diffuse alveolar haemorrhage, who was successfully treated with pulse methyl-prednisolone, hydroxychloroquine, cyclophosphamide and rituximab, combined with medium doses of prednisone.