Pulmonary complications post hematopoietic stem cell transplantation (HSCT) such as diffuse alveolar hemorrhage (DAH) can occur in 2% to 14% of HSCT patients and has a mortality greater than 80%. Diffuse alveolar hemorrhage is considered to be an inflammatory response therefore HSCT patients are primarily treated with different types of systemic corticosteroids with varying dosages. Other treatments currently reported in the literature in conjunction with corticosteroids include aminocaproic acid, recombinant factor VIIa (rFVIIa), and etanercept. This review highlights appropriate frontline and adjunctive treatment options for HSCT patients with DAH and outcomes for each intervention. To perform the review, the PubMed database was searched from inception through March 19, 2021, to identify potential studies using the search terms DAH and HSCT, DAH and hematopoietic cell transplant (HCT), DAH and stem cell, lung injury and HSCT, and lung injury and HCT. When applicable, references from articles identified in the search were also reviewed for inclusion. Much of the data identified was limited to retrospective cohort studies and case-series. Based on the data available, the treatment approach should consist of corticosteroid therapy with a suggested methylprednisolone dose of 250 milligrams daily followed by a 50% taper every 3 days. Intra-pulmonary administration of rFVIIa and intravenous administration of aminocaproic acid could be considered as adjunctive agents in those patients who do not promptly respond to corticosteroid therapy. Due to a lack of data specific to HSCT patients who develop DAH and the risk of infectious complications, etanercept should be avoided. Future studies should be designed as randomized controlled trials and examine the use of adjunctive therapies in the upfront setting for HSCT patients with DAH.