We herein report a case of diffuse alveolar hemorrhage (DAH) associated with dilated cardiomyopathy (DCM) and sleep apnea syndrome (SAS) in a 47-year-old man. The patient exhibited recurring dyspnea and bloody sputum. Chest radiography showed bilateral diffuse infiltrative opacities without pleural effusion. A bronchoscopic analysis of bronchoalveolar lavage fluid revealed hemosiderin-laden macrophages. Based on these findings, he was diagnosed with DAH. Laboratory and pathological findings ruled out the possibility of collagen diseases and vasculitis. Overnight polysomnography revealed concomitant severe obstructive SAS. Treatment with continuous positive-pressure ventilation and pharmacological therapy for DCM prevented recurrence of DAH.