Objective To explore the risk factors for the development of pneumonia in patients with systemic lupus erythematosus (SLE) following infection with severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). Methods A total of 250 SLE patients who received chest CT examination and were diagnosed with COVID-19 at the Department of Rheumatology and Immunology in the First Affiliated Hospital of Nanchang University from December 2022 to February 2023 were included in analysis. Patient were divided into the control group and the pneumonia group according to chest CT results. Demographic data, clinical data, and laboratory indicators of patients in two groups of patients were collected. Laboratory data of patients before completing the chest CT examination were evaluated. Diagnostic capability of age, C-reactive protein/lymphocyte (CLR), and systemic immune inflammation index/albumin (SII/ALB) in evaluating the development of pneumonia in SLE patients with COVID-19 were determined by calculating the receiver operating characteristic (ROC) curve. Results Among 250 SLE patients with COVID-19, 188 (75.2%) didn't develop pneumonia and were assigned into the control group; 62 (24.8%) developed pneumonia in the pneumonia group. There were statistically significant differences between the two groups in terms of age, COVID-19 vaccination status, complications of renal insufficiency, cardiovascular disease or diabetes, neutrophil/lymphocyte ratio (NLR), platelet/lymphocyte ratio (PLR), lymphocyte/monocyte ratio (LMR), systemic immune inflammation index (SII), SII/albumin(SII/ALB) and C-reactive protein to lymphocyte ratio (CLR) (all P < 0.05). Among SLE patients who developed pneumonia after developing COVID-19, the levels of SII/ALB and CLR were higher than those of non-pneumonia patients, with statistically significant differences (both P < 0.05). Multivariate logistic regression analysis showed that age, SII/ALB, and CLR were independent risk factors for pneumonia in SLE patients with COVID-19 (all P < 0.05). ROC curve analysis showed the area under the CLR curve of 0.791, sensitivity of 90.3%, and specificity of 57.4%, with good diagnostic value. Conclusion Age, SII/ALB, and CLR are risk factors for pneumonia in SLE patients with COVID-19. More attention needs to be paid on populations with these characteristics in clinical practice, so as to reduce the occurrence of complications and improve prognosis.