Interstitial lung disease (ILD) can be associated with all connective tissue diseases and is an important cause of morbidity and mortality. The management of connective tissue disease-interstitial lung disease (CTD-ILD) is challenging due substantial heterogeneity in disease behaviour and paucity of controlled clinical trials to guide treating clinicians. Not all patients require treatment, and the decision to treat needs to be individualised based on a patient's observed disease behaviour, baseline and longitudinal lung function measurements, extent of lung involvement on radiology and patient factors including age, co-morbidities and personal preference. If indicated, treatment of the CTD-ILD is largely with immunomodulation, with the aim to prevent progression of the ILD before further irreversible lung injury and disability occurs. Corticosteroids, cyclophosphamide, mycophenolate mofetil and azathioprine are the most common immunosuppressive agents currently used to treat CTD-ILD, demonstrating stability of lung function in case series and a small number of randomised controlled trials in ILD associated with systemic sclerosis. Biological and non-biological disease-modifying anti-rheumatic drugs, and the anti-fibrotics nintedanib and pirfenidone, have revolutionised the treatment of connective tissue diseases and idiopathic ILD, respectively. Furthermore, anti-fibrotics have recently demonstrated safety and efficacy in ILD associated with systemic sclerosis. There remains a critical unmet need to clarify when and in whom to initiate treatment, and which agent(s) to utilise to achieve optimal outcomes for CTD-ILD patients whilst minimising harms through prospective multicentre trials. This review highlights the challenges faced when treating patients with CTD-ILD and summarises available evidence for current, emerging and novel therapies.