Pulmonary involvement is common in patients with connective tissue diseases (CTDs), and significantly contributes to morbidity and mortality in this patient population. There are different forms of lung pathology in CTDs, which include primary involvement such as interstitial lung disease or pulmonary hemorrhage, and pulmonary complications resulting from other CTD-related organ involvement including aspiration pneumonia due to muscle weakness or esophageal fibrosis. Moreover, iatrogenic lung disease, such as medication-induced hypersensitivity pneumonitis or opportunistic infections due to immunosuppression, may develop. Appropriate treatment of pulmonary complications in patients with CTDs requires careful diagnostic workup because different forms of lung involvement may overlap, causing similar clinical manifestations and similar radiological or functional impairment. Moreover, in view of the broad variability of clinical course of CTD-related interstitial lung disease, identification of biomarkers helpful in predicting prognosis becomes of key importance. In addition to radiological assessment and functional testing that provide information regarding localization and severity of lung disease, bronchoalveolar lavage (BAL) appears helpful in revealing the nature of lung pathology and intensity of lung inflammation through sampling of cells and fluid from the lower respiratory tract. The aim of this article is to critically review available data concerning the evaluation of BAL cytology in different forms of lung disease associated with CTDs.