Antineutrophil cytoplasmic antibody-associated vasculitis has associations with both thrombosis and diffuse alveolar hemorrhage (DAH). Management of patients having coexistence of both thrombotic and hemorrhagic manifestations is challenging. Thrombotic conditions require anticoagulation, which can theoretically increase the risk of bleeding and thereby worsen DAH. In this review, we highlight the management of a patient of granulomatosis with polyangiitis with DAH who developed deep vein thrombosis. A systematic review of the literature was also performed summarizing and discussing the issues pertaining to the management of such patients.