Introduction: Systemic Lupus Erythematosus (SLE) usually presents neuropsychiatric manifestations, such as psychosis, convulsion, mood disorder and chronic headache, with mood disorder being the most prevalent. It is also known that other psychiatric disorders and menstrual cycle disorders are frequent in SLE. The aim of this study was to describe for the first time the frequency of premenstrual dysphoric disorder in patients with SLE diagnosis, and its association with depression and anxiety. Material and Methods: An evaluation was made of 62 (sixty-two) patients with diagnosis of SLE, based on the American College of Rheumatology criteria, who received follow-up care at an ambulatory reference center. The patients were submitted to a sociodemographic evaluation questionnaire, upon which the Mini International Neuropsychiatric Interview (MINI PLUS), Brazilian Version 5.0.0, was used to evaluate the diagnosis. Results: Twenty (32%) patients were found to have premenstrual dysphoric disorder, and there was a statistically significant association with major depression (p = 0.010), but no statistical significance was found with dysthymia (p = 0.063) or anxiety (p = 0.223). Conclusions: The frequency of premenstrual dysphoric disorder (PMDD) in patients with SLE was high, as well as the frequency of major depression in this group. There was an association between these two disorders.