The management of interstitial lung disease due to connective tissue disease presents a challenge for clinicians, as this is a heterogeneous group of diseases, and there are no clear guidelines to follow, with only sparse randomized controlled trials available to guide therapy. Multiple different medications have been used for the treatment of interstitial lung disease due to connective tissue disease, with mostly retrospective studies or small case series documenting their efficacy. Ultimately, the choice of medication, the dosage, and the duration of therapy should be individualized for each patient after weighing the risks of adverse drug effects versus the risk of disease progression. In this review, different immunosuppressive regimens are profiled, focusing on the available data with regard to the efficacy of each medication, potential adverse effects, and recommended drug monitoring.