Diffuse alveolar hemorrhage (DAH) is a rare and potentially deadly complication of systemic lupus erythematosus (SLE). We report two adult cases where extracorporeal membrane oxygenation (ECMO) was used as rescue therapy for severe respiratory failure in this setting. We discuss the risk related to coagulation disturbance and the need for the circuit anticoagulation in this particular setting. We also briefly discuss the clinical problem of lack of knowledge on the bioavailability of the immunosuppressive treatment with the use of ECMO. We think that ECMO should be used as rescue therapy in patients with DAH caused by SLE, but strategies for anticoagulation require further precision.