Some of the most pressing challenges associated with interstitial lung disease (ILD) are how best to define, diagnose, and treat connective tissue disease-associated ILD (CTD-ILD)—disorders with potentially substantial morbidity and mortality. In this focused review, we address aspects of prognosis for CTD-ILD and what indices might predict outcome, together with lessons that can be learnt from clinical trials of systemic sclerosis-associated ILD and idiopathic pulmonary fibrosis and how these lessons might be applied to future studies of CTD-ILD.