Objective Pulmonary embolism (PE) is life threatening but evidence assessing risk factors of PE in systemic lupus erythematosus (SLE) is scarce. This study was conducted to explore the characteristics and risk factors of PE in SLE patients. Methods Using the Hospital Information System of Peking Union Medical College Hospital, we conducted a case-control study in SLE patients complicated with PE from January 2012 to December 2018 as the case group, and age-, sex-, and entry-time-matched SLE patients without PE at the ratio of 1:3 as the control group. We explored the risk factors of PE in SLE patients using multivariate logistic regression analyses. Results A total of 90 cases confirmed with PE from 6994 hospitalised SLE patients were identified and 257 matched controls were selected (in 13 cases only two controls could be found). The average annual incidence of PE from 2012 to 2018 among hospitalised SLE patients was 1.29% (95% CI: 1.15% to 1.42%), higher than that among all the hospitalised patients (0.347% and 95% CI: 0.34% to 0.354%). In the case group, the majority were female (74/90; 82.2%), with a mean duration of SLE before PE 3.04 +/- 2.16 years, and a high mortality rate of 8.9%. Multivariate analysis revealed that BMI >25 kg/m(2) [OR 8.221 (3.125-21.622), p<0.001], duration of SLE course <1.5 years [OR 3.815 (1.824-7.97), p<0.001], hypoalbuminaemia [OR 2.8 (1.226-6.397), p=0.015], hsCRP>3 mg/ L [OR 3.744 (1.693-8.276), p=0.001], aPL positive [OR 10.57 (4.389-25.46), p<0.001] and the highest dose of glucocorticoids >0.5 mg/kg/day [OR 15.752 (4.753-52.198), p<0.001] were significant independent risk factors of PE in SLE patients. The use of hydroxychloroquine [OR 0.262 (0.117-0.589), p=0.001] was a protective factor of PE in SLE patients. Conclusion This study provides general population-based evidence that SLE patients have an increased risk of PE. Increased vigilance in preventing this serious, but preventable complication, especially within months after SLE diagnosis is recommended.