Diffuse alveolar hemorrhage (DAH) is a rare syndrome resulting from the accumulation of intra-alveolar red blood cells originating most often from the alveolar capillaries and, less frequently, from precapillary arterioles or postcapillary venules. The causes of DAH can be divided into infectious and noninfectious. Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) is a novel coronavirus that has not been previously identified in humans, and it is responsible for coronavirus disease-19 (COVID-19) infection. Here, we present a case of DAH that is believed to be a consequence of COVID-19 infection in a female patient with no known past medical history. The patient was found to be positive for perinuclear anti-neutrophil cytoplasmic antibodies (P-ANCA) and anti-glomerular basement membrane antibodies. The patient was diagnosed with ANCA-associated vasculitis with glomerulonephritis and was treated successfully with methylprednisolone 500 mg intravenous (IV) daily for three days, followed by rituximab 375 mg/m2 IV once weekly for four weeks. The long-term complications of COVID-19 are not entirely known and are still being investigated. The association between COVID-19 infection and DAH is not fully known. However, the inflammatory process of COVID-19 infection may have a role in vasculitis, leading to DAH.