Interstitial lung disease (ILD) is a severe and frequent manifestation of connective tissue diseases (CTD). Due to its debilitating potential, it requires serious evaluation and treatment. The prevalence of ILD in systemic lupus erythematosus (SLE) is still controversial. Therefore, in order to establish the diagnosis of ILD, an overlap syndrome must be excluded. Increasing the identification of SLE-associated ILD cases should become a target. To treat this complication, various therapies are now being proposed. To date, no placebo-controlled studies were conducted. Regarding another CTD, systemic sclerosis (SSc), SSc-associated ILD is considered one of the leading causes of mortality. The incidence of ILD varies among disease subtypes, being influenced by diagnostic method, but also by disease duration. Due to the high prevalence of this complication, all SSc patients should be investigated for ILD at the time of SSc diagnosis and during the course of the disease. Fortunately, progress was made in terms of treatment. Nintedanib, a tyrosine kinases inhibitor, showed promising results. It appeared to decrease the rate of progression of ILD compared to placebo. This review aimed to provide up-to-date findings related to SLE-associated ILD and SSc-associated ILD, in order to raise awareness of their diagnosis and management.