Interstitial lung disease (ILD) is a common extra-articular manifestation associated with increased morbidity and mortality in patients with rheumatoid arthritis (RA). Early case reports of serious respiratory adverse events (SRAEs) following treatment with anti-TNF agents have led to concerns about biologic therapy in patients with RA-associated ILD (RA-ILD), and a tendency for biologic agents targeting factors other than TNF to be prescribed in such patients. At present, the appropriateness of such decisions is not clear. Given that the therapeutic goal for RA is remission, clinicians increasingly face the challenge of choosing the optimal biologic agent in patients with RA-ILD and uncontrolled joint disease. However, no evidence-based guidelines exist to guide physicians in deciding whether to commence biologic therapy in this setting, or in selecting which drug is most appropriate. Herein, we review the evidence for the comparative pulmonary safety of anti-TNF agents and non-TNF-targeting biologic agents in RA-ILD. In addition, we propose a framework for assessment of baseline disease severity to guide treatment decisions, and for monitoring during therapy. Because of substantial gaps in the available evidence, we also describe a research agenda aimed at obtaining data that will help inform future clinical practice.