The anti-melanoma differentiation-associated gene 5 (MDA-5) antibody is a marker of clinically amyopathic dermatomyositis (CADM) and rapidly progressive interstitial lung disease (ILD) with acute respiratory failure. A 35-year-old woman with cervical cancer showed Gottron's papules, severe hypoxemia, and diffuse ground-glass opacities on chest computed tomography. She was diagnosed with rapidly progressive ILD associated with CADM. Her serum was positive for the anti-MDA-5 antibody. Combination therapy with corticosteroids, immunosuppressants, and direct hemoperfusion using polymyxin B-immobilized fiber column (PMX-DHP) improved her respiratory dysfunction. Eventually, surgery for the cancer was performed successfully. This is the first case to demonstrate the efficacy of PMX-DHP for rapidly progressive ILD with anti-MDA-5 antibody-positive CADM and a malignancy.