Diffuse alveolar haemorrhage related to an anti-neutrophil cytoplasmic antibody (ANCA)-associated small vessel vasculitis is an extremely rare form of presentation of breast cancer. Here we report the case of a 77-year-old woman with a histological diagnosis of a papillary ductal carcinoma of the breast presenting with a diffuse alveolar haemorrhage secondary to a perinuclear ANCA-associated vasculitis. To our knowledge, this is the first case ever reported of a diffuse alveolar haemorrhage related to an ANCA-associated small vessel vasculitis as a form of presentation of breast cancer. The therapeutic approach of this paraneoplastic vasculitis included the use of corticosteroids and plasmapheresis, a very useful technique to remove endothelial aggressors (circulating antibodies) as a strategy to earn time for a proper therapeutic decision specifically directed for disease modification, but that can also be associated with several severe adverse effects, which are illustrated in our case.