Background: Autoimmune rheumatic diseases (ARDs) may affect both the heart and the brain. However, little is known about the interaction between these organs in ARD patients. We asked whether brain lesions are more frequent in ARD patients with cardiac symptoms compared with non-ARD patients with cardiovascular disease (CVD). Methods: 57 ARD patients with mean age of 48 ± 13 years presenting with shortness of breath, chest pain, and/or palpitations, and 30 age-matched disease-controls with non-autoimmune CVD, were evaluated using combined brain–heart magnetic resonance imaging (MRI) in a 1.5T system. Results: 52 (91%) ARD patients and 16 (53%) controls had white matter hyperintensities (p < 0.001) in at least one brain area (subcortical/deep/periventricular white matter, basal ganglia, pons, brainstem, or mesial temporal lobe). Only the frequency and number of subcortical and deep white matter lesions were significantly greater in ARD patients (p < 0.001 and 0.014, respectively). ARD vs. control status was the only independent predictor of having any brain lesion. Specifically for deep white matter lesions, each increase in ECV independently predicted a higher number of lesions [odds ratio (95% confidence interval): 1.16 (1.01–1.33), p = 0.031] in ordered logistic regression. Penalized logistic regression selected only ARD vs. control status as the most important feature for predicting whether brain lesions were present on brain MRI (odds ratio: 5.46, marginal false discovery rate = 0.011). Conclusions: Subclinical brain involvement was highly prevalent in this cohort of ARD patients and was mostly independent of the severity of cardiac involvement. However, further research is required to determine the clinical relevance of these findings.