Human COPA mutations affecting retrograde Golgi-to-endoplasmic reticulum (ER) protein transport cause diffuse alveolar hemorrhage (DAH) and ER stress (“COPA syndrome”). Patients with SLE also can develop DAH. C57BL/6 (B6) mice with pristane-induced lupus develop monocyte-dependent DAH indistinguishable from human DAH, whereas BALB/c mice are resistant. We examined Copa and ER stress in pristane-induced lupus. Copa expression, ER stress, vascular injury, and apoptosis were assessed in mice and COPA was quantified in blood from patients with SLE. Copa mRNA and protein expression were impaired in B6 mice with pristane-induced DAH, but not in pristane-treated BALB/c mice. An ER stress response (increased Hsp5a/BiP, Ddit3/CHOP, Eif2a, and spliced Xbp1) was seen in lungs from pristane-treated B6, but not BALB/c, mice. Resistance of BALB/c mice to DAH was overcome by treating them with low-dose thapsigargin plus pristane. CB6F1 mice did not develop DAH or ER stress, suggesting that susceptibility was recessive. Increased pulmonary expression of von Willebrand factor (Vwf), a marker of endothelial injury, and the chemokine Ccl2 in DAH suggested that pristane promotes lung microvascular injury and monocyte recruitment. Consistent with that possibility, lung endothelial cells and infiltrating bone marrow-derived cells from pristane-treated B6 mice expressed BiP and showed evidence of apoptosis (annexin-V and activated caspase-3 staining). COPA expression also was low in patients with SLE with lung involvement. Pristane-induced DAH may be initiated by endothelial injury, resulting in ER stress, apoptosis of lung endothelial cells, and recruitment of myeloid cells that propagate lung injury. The pathogenesis of DAH in SLE and COPA syndrome may overlap.