A 22-year old female patient with systemic lupus erythematosus presenting microangiopathic hemolytic anemia was treated with therapeutic plasma exchange 23 times. The patient’s condition and laboratory findings (aspartate aminotransferase, alanine aminotransferase, ferritin, total bilirubin, and lactate dehydrogenase) did not improve despite the initial 18 therapeutic plasma exchange treatments. Thrombotic thrombocytopenic purpura was ruled out due to normal ADAMTS-13 activity test result; hemophagocytic lymphohistiocytosis was diagnosed based on fever, splenomegaly, pancytopenia, hypertriglyceridemia, hyperferritinemia, and hemophagocytosis in bone marrow aspiration. The patient’s condition improved rapidly upon treatment with a combination of immunosuppressants and cytotoxic agents, and more therapeutic plasma exchanges were performed five consecutive times with prolonged intervals in between. We observed that therapeutic plasma exchange treatment alone was not effective enough to treat hemophagocytic lymphohistiocytosis, unlike thrombotic thrombocytopenic purpura. Therefore, it is necessary to determine and start drug administration promptly in the treatment of hemophagocytic lymphohistiocytosis with thrombotic microangiopathy.