Systemic lupus erythematosus (SLE) is a chronic relapsing/remitting autoimmune disorder with both primary and secondary effects on nervous system integrity and psychological functioning. In addition to the occurrence of clinical psychiatric syndromes such as psychosis, depression, and anxiety, other psychological problems documented with increased frequency in SLE include cognitive deficits and emotional distress. We examine issues related to cognitive function, including its assessment and prevalence, and confounding factors in interpreting cognitive problems as reflecting primary central nervous system involvement in SLE. Cognitive data in relation to other facets of the disease such as pain and fatigue, and subjective cognitive complaints are also discussed. Finally, we propose a potential role for cognitive assessment in the identification of SLE related depression.