In 1997, at the age of 68, a man was admitted with polymyalgia rheumatica, which was successfully treated with oral prednisolone. In 1999, a chest X-ray revealed that he had interstitial changes in both lung fields. Because there were no symptoms, he was observed without treatment. However, from around 2003, he began to experience gradual progression of severe dyspnea on exertion. He was admitted to our hospital in 2004, at the age of 75, and we found interstitial lung deterioration. Nonspecific interstitial pneumonia (NSIP) was diagnosed because of the increase in the number of lymphocytes in bronchoalveolar lavage fluid and CT findings. He was also found to have autoimmune hemolytic anemia (AIHA). Treatment of AIHA with 1 mg/kg prednisolone led to improvement of not only the anemia but also the interstitial pneumonia. The coexistence of both idiopathic interstitial pneumonia and autoimmune hemolytic anemia is very rare. Moreover, this is the first report of polymyalgia rheumatica occurring prior to these two diseases.