Systemic lupus erythematosus (SLE) is an autoimmune inflammatory disease in which pathogenic autoantibodies and immune complexes are formed and mediate multiple organ and tissue damage. Thrombosis is one of the most common causes of death in patients with SLE. Anticoagulant therapy blocks the vicious cycle between inflammation and thrombosis, which may greatly improve the long-term prognosis of patients with SLE. However, the etiology and pathogenesis of this disease are very complicated and have not yet been fully clarified. Therefore, in the present review, we will highlight the characteristics and mechanisms of thrombosis and focus on the anticoagulant drugs commonly used in clinical practice, thus, providing a theoretical basis for scientific and reasonable anticoagulant therapy in clinical practice.