The standard treatment of immune-mediated diffuse alveolar hemorrhage (IM-DAH) encompasses immunosuppression with glucocorticoids (GC) and either cyclophosphamide (CYC) or rituximab (RTX). The role of intravenous immunoglobulin (IVIg) and plasma exchange (PLEX) remains controversial. We conducted a single-centre retrospective observational study on patients admitted with IM-DAH to evaluate treatment approaches and outcomes. Twelve episodes were identified in ten patients. All episodes were treated with GC and nine with CYC. IVIg was administered as first-line and/or bridging therapy in three cases with concomitant infections or high infection risk. PLEX was used in six episodes. IVIg and PLEX were primarily used as add-on therapies or when other immunosuppression was not recommended. After one year, nine patients survived. The combination of GC and CYC was the most common treatment regimen. While the role of PLEX and IVIg is not well established, they may be beneficial as second-line or as add-on therapies in selected cases.