Background: Systemic lupus erythematosus (SLE) is associated with increased risk of cancer and the mechanism remains unclear. Here, we examined the level of auto-antibodies and disease activity index scores in SLE patients with cancers, and analyzed whether medications for SLE management might contribute to the higher cancer risk in SLE patients. Methods: In this retrospective study, we carried out a nested case-control study in a large cohort of SLE patients. We screened 5858 SLE patients to identify the newly diagnosed and yet to be treated cancers. The following clinical features were evaluated: auto-antibodies levels, SLE disease activity index scores and previous medication used for SLE management. Systemic glucocorticoid, cyclophosphamide, hydroxychloroquine (HCQ), methotrexate and azathioprine were considered the main medication indices. Results: Our analyses identified 51 SLE patients who also had cancer, and 204 matched control patients who had SLE but not cancer. Of the 51 SLE patients, thyroid cancer (14/51, 27.45%), cervical cancer (10/51, 19.61%) and lung cancer (7/51, 13.73%) were the most common types. Our analyses did not reveal any significant differences in the levels of auto-antibodies in SLE patients with cancers relative to the control group. Further, we observed that disease activity was significantly lower in SLE patients with cancers relative to the matched control SLE group. There was no statistically significant association between the cancer risk and the use of systemic glucocorticoid, cyclophosphamide, methotrexate or azathioprine. Importantly, the administration of HCQ was significantly lower in SLE patients suffering cancers relative to the cancer free matched control group. Conclusions: Our analyses indicate that SLE patients with cancers might have a lower disease activity at the time of cancer diagnosis. HCQ was negatively associated with cancer risk in SLE patients. These findings highlight a potential and novel prevention strategy for SLE.