Background: Progressive pulmonary fibrosis (PPF) has been associated with a worse prognosis, even when interstitial lung disease (ILD) is related to rheumatic diseases. Since many differences are detectable among rheumatic diseases in prevalence and features of ILD, we aimed to investigate features of PPF in different rheumatic diseases, namely rheumatoid arthritis (RA) and primary Sjogren’s syndrome (pSS). Methods: In an Italian multicentre cross-sectional study, consecutive pSS or RA patients with a diagnosis of ILD from at least two years were enrolled. For each patient, demographic, clinical, and serological data, other than chest high-resolution computed tomography and lung function tests, were recorded at the enrolment and after 2 years. Results: Among 232 patients, namely 156 RA-ILD and 76 pSS-ILD, a PPF was recorded in 38.8% of cases, without differences between the two diseases. Analysing patients with a PPF, usual interstitial pneumonia was significantly more frequent in RA than pSS (71.4% and 44.4%, respectively; p = 0.019), while ILD preceded the diagnosis of the rheumatic disease in 29.1% of RA and 89.5% of pSS (p < 0.001). Finally, RA patients were significantly younger than pSS at the diagnosis of the rheumatic disease (p < 0.001). Conclusions: In conclusion, although there is a similar prevalence of PPF in RA-ILD and pSS-ILD, we demonstrated for the first time that the two conditions differ in terms of radiological patterns and demographic and clinical features, suggesting that specific factors related to such diseases might influence the lung involvement over time. Prospective studies could investigate if these specificities could induce different responses to the treatment.