Hemophagocytic lymphohistiocytosis (HLH), presenting with fever, cytopenia, liver dysfunction, hepatosplenomegaly, hypertriglyceridemia, and hyperferritinemia, is associated with various etiologies, including infections, collagen vascular diseases, and malignancies. The present report describes a 28-year-old woman who developed HLH combined with autoimmune hemolytic anemia (AIHA) at 23 weeks of gestation. Without response to corticosteroid, the patient completely recovered from both HLH and AIHA after termination of the pregnancy. Pregnancy-induced immune dysregulation and cytokine overproduction in genetically susceptible women may play critical roles in HLH. The differential diagnosis of pregnant women with fever and cytopenia should include HLH. Pregnancy termination should be considered when pregnancy-induced HLH is refractory to medical treatment.