After completing a marathon, a 49-year-old man experienced dyspnea and had bloody sputum. The patient was admitted to our hospital after chest radiography revealed infiltrative shadows in the bilateral lung fields and respiratory failure had developed. Computed tomography revealed ground-glass opacities and infiltrative shadows in the bilateral lung fields, which were diagnosed as alveolar hemorrhage by bronchoscopy. The patient did not have vasculitis syndrome or connective tissue disease as a complication. Furthermore, he did not take regular oral medications, his cardiac function was normal, and he was in very good health before the marathon. Therefore, the patient was diagnosed with exercise-induced pulmonary hemorrhage, which was triggered by excessive exercise. After hospitalization, supplemental oxygen and antibiotics were provided, which resulted in the disappearance of infiltrative shadows in the bilateral lung fields. We report a case of exercise-induced pulmonary hemorrhage, a rare disease in Japan.