Making a diagnosis of pulmonary vasculitis is challenging. The most common cause of pulmonary vasculitis is small vessel anti-neutrophil cytoplasmic antibody (ANCA)-associated vasculitis. Pulmonary involvement in other forms of vasculitis such as large vessel vasculitis is rare. Since correct and timely diagnosis is pivotal to start (immunosuppressive) therapy to avoid vasculitic damage, a complete patient history should be obtained and a physical examination performed. Initial laboratory evaluation should include inflammation markers, renal and liver function tests, and the determination of ANCA. New developments in ANCA testing result in tests with excellent predictive value for the diagnosis of AAV-related pulmonary vasculitis. Consequently, ANCA should be tested with these tests of the so-called second (capture ELISA) or third (anchor ELISA) generation. In patients who are ANCA negative, a simple algorithm is presented based on laboratory evaluation of autoantibodies and 18F-FDG-PET-CT scanning. Such an algorithm may be useful for accelerating the diagnostic process needed to make a diagnosis of pulmonary vasculitis, or alternatively, to quickly exclude such a diagnosis.