Background: Pulmonary involvement in systemic juvenile idiopathic arthritis (SJIA) is a rare but dangerous complication. The main risk factors are already known, such as macrophage activation syndrome, a refractory course of systemic juvenile arthritis, infusion reaction to interleukin 1 and/or interleukin 6 blockers, trisomy 21, and eosinophilia. However, information about respiratory system involvement (RSI) at the onset of SJIA is scarce. Our study aimed to evaluate the specific features of children with SJIA with RSI and their outcomes. Methods: In a single-center retrospective cohort study, we compared the information from the medical records of 200 children with SJIA according to ILAR criteria or SJIA-like disease (probable/possible SJIA) with and without signs of RSI (dyspnea, shortness of breath, pleurisy, acute respiratory distress syndrome, and interstitial lung disease (ILD)) at the disease onset and evaluated their outcomes (remission, development of chronic ILD, clubbing, and pulmonary arterial hypertension). Results: A quarter (25%) of the SJIA patients had signs of the RSI at onset and they more often had rash; hepato- and splenomegaly; heart (pericarditis, myocarditis), central nervous system, and kidney involvement; hemorrhagic syndrome; macrophage activation syndrome (MAS, 44.4% vs. 9.0%, p = 0.0000001); and, rarely, arthritis with fewer active joints, compared to patients without RSI. Five patients (10% from the group having RSI at the onset of SJIA and 2.5% from the whole SJIA cohort) developed fibrosing ILD. All of them had a severe relapsed/chronic course of MAS; 80% of them had a tocilizumab infusion reaction and further switched to canakinumab. Unfortunately, one patient with Down's syndrome had gone. Conclusion: Patients with any signs of RSI at the onset of the SJIA are required to be closely monitored due to the high risk of the following fibrosing ILD development. They required prompt control of MAS, monitoring eosinophilia, and routine checks of night oxygen saturation for the prevention/early detection of chronic ILD.