The burden of anxiety in patients with systemic lupus erythematosus (SLE) compared to those with other inflammatory rheumatological conditions is unclear. We aimed to compare the frequency and level of anxiety between patients with SLE, rheumatoid arthritis (RA), and gout and healthy individuals and explore independent predictors for anxiety in SLE patients. Consecutive patients with SLE, RA and gout and healthy individuals who were age and sex matched with the SLE group were evaluated for anxiety using the Hospital Anxiety and Depression Scale (HADS). Sociodemographic and disease-related variables were compared between all groups. Predictors for anxiety were studied by regression models, with construction of a prediction model for the presence of anxiety in SLE patients by the receiver operating characteristic (ROC) analysis. Amongst 271 subjects studied, 60 had lupus, 50 had gout, 100 had RA and 61 were healthy controls. The frequency and level of anxiety were significantly higher in SLE patients than patients with gout, RA and healthy controls. SLE per se was independently associated with higher HADS-anxiety score after controlling for potential confounders. Logistic regression model showed that higher damage accrual, higher cumulative glucocorticoid dose, depression and fewer regular medications predicted anxiety in SLE patients, with an accuracy of 90% by the ROC analysis.