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Objectives: To describe the characteristics and progression of interstitial lung disease in patients with associated systemic autoimmune disease (ILD-SAI) and to identify factors associated with progression and mortality. Patients and methods: We performed a multicenter, retrospective, observational study of patients with ILD-SAI followed between 2015 and 2020. We collected clinical data and performed pulmonary function testing and high-resolution computed tomography at diagnosis and at the final visit. The main outcome measure at the end of follow-up was forced vital capacity (FVC) >10% or diffusing capacity of the lungs for carbon monoxide >15% and radiological progression or death. Cox regression analysis was performed to identify factors associated with worsening of ILD. Results: We included 204 patients with ILD-SAI: 123 (60.3%) had rheumatoid arthritis (RA), 58 had (28.4%) systemic sclerosis, and 23 (11.3%) had inflammatory myopathy. After a median (IQR) period of 56 (29.8–93.3) months, lung disease had stabilized in 98 patients (48%), improved in 33 (16.1%), and worsened in 44 (21.5%). A total of 29 patients (14.2%) died. Progression and hospitalization were more frequent in patients with RA (p = 0.010). The multivariate analysis showed the independent predictors for worsening of ILD-SAI to be RA (HR, 1.9 [95% CI, 1.3–2.7]), usual interstitial pneumonia pattern (HR, 1.7 [95% CI, 1.0–2.9]), FVC (%) (HR, 2.3 [95% CI, 1.4–3.9]), and smoking (HR, 2.7 [95%CI, 1.6–4.7]). Conclusion: Disease stabilizes or improves after a median of 5 years in more than half of patients with ILD-SAI, although more than one-third die. Data on subgroups and risk factors could help us to predict poorer outcomes.