Renal microvascular lesions, common in lupus nephritis (LN), are associated with long-term poor outcomes. There are mainly five pathological types of renal microvascular lesions in LN: (1) vascular immune complex deposits (ICD), (2) arteriosclerosis (AS), (3) thrombotic microangiopathy (TMA), (4) non-inflammatory necrotizing vasculopathy (NNV), and (5) true renal vasculitis (TRV). The pathogenesis of renal microvascular lesions in LN remains to be elucidated. The activation and dysfunction of endothelial cells, in addition to the contribution of immune system dysfunction, especially the immune complex-induced vascular inflammation and antiphospholipid antibody-associated thrombotic events, are key mechanisms in the development of vascular lesions in LN that need to be further investigated. Alteration of the microvascular environment produces an acute immunological response that recruits immune cells, such as T cells, monocytes, and macrophages, which induces platelet aggregation with microthrombus formation. There is also increased cytotoxicity caused by cytokines produced by immune cells in the kidney. Identifying the mechanism underlying the pathogenesis of renal microvascular lesions in LN might provide potential targets for the development of novel therapies.