Multivariate analysis indicated that IIM (HR = 2.635, 95% CI: 1.383–5.019), pneumomediastinum (HR = 2.877, 95% CI: 1.483–5.582), oral candidiasis infection (HR = 2.596, 95% CI: 1.229–5.483), aspergilli infection (HR = 2.886, 95% CI: 1.412–5.900), and lower minimal albumin (Alb) (HR = 0.872, 95% CI: 0.819–0.927) were independent risk factors associated with poor survival in CTD-ILD-PJP patients. This evidence concerns the gene ALB and pneumocystosis.