Systemic lupus erythematosus (SLE), besides rheumatological dysfunction, manifests in neuropsychiatric disorders like depression and anxiety. Mental health illnesses in SLE patients have a high prevalence and a profound impact on quality of life, generating an increased disability and premature mortality. This study aimed to establish the degree of disability in patients with SLE and the impact of depression and anxiety on patients’ functioning. Additionally, the study aimed to verify whether World Health Organization-Disability Assessment Schedule (WHODAS) 2.0 is suitable for the evaluation of patients with SLE associating depression and/or anxiety symptoms. Cross-sectional research was performed, including adult patients, diagnosed with SLE. To evaluate depression, anxiety, and functioning, approved questionnaires Hamilton Anxiety Rating Scale, Hamilton Depression Rating Scale, and, World Health Organization-Disability Assessment Schedule (WHODAS) were applied. Confirmatory factor analysis was performed on WHODAS subscales. Sixty-two patients were included in the research, with a mean of SLE diagnosis of 12.48 years; 53 patients (85%) had depression (p < 0.001). Anxiety was found in 38 patients (61.29%, p < 0.05). WHODAS assessment results depicted that 39 patients (62.90%, p < 0.05) manifested disability, from which 26 (66.66%, p < 0.05) presented moderate and severe disability. A strong correlation between the severity of anxiety and the degree of disability (r > 0.6, p < 0.001) was found. The WHODAS scale assessment proved to be a valuable tool for SLE patient’s functioning assessment. This study suggests that depression and anxiety negatively impact WHODAS disability scores, decreasing the quality of life in SLE patients.