The hemophagocytic lymphohistiocytosis is a disease with a potential fatal evolution, caused by the activation of macrophages and histiocytes with hemophagocytosis in bone marrow and other reticuloendothelial systems, triggered by a defect in the T lymphocyte when stimulating the production of interleukin 1-beta, interleukin 6, interferon-gamma and tumor necrosis factor-alpha that promote macrophage activation. This condition presents with fever, cytopenias, splenomegaly, hemophagocytosis in bone marrow, hypertriglyceridemia and hypofibrinogenemia, in the context of an infectious, neoplastic or autoimmune disease. The objective of this article is to describe the utility of intravenous immunoglobulin (IVIg) in patients unable to receive immunosuppressive treatment. We present two case reports of systemic lupus erythematosus (SLE) with macrophage activation syndrome (MAS), one of them associated with central nervous system vasculitis and the other one with febrile neutropenia, both with bacterial infection added. The diagnosis of MAS should be suspected in all patients with lupus activity, fever, cytopenias, visceromegalies, hypertriglyceridemia and hypofibrinogenemia. Diagnosis and treatment are important to significantly reduce mortality. It is proposed that the first line treatment in patients that present SLE associated with MAS and sepsis should be IgIV and as a second line immunosuppressants with intravenous steroids.