Diffusion-based magnetic resonance imaging (MRI) studies, namely diffusion-weighted imaging (DWI) and diffusion-tensor imaging (DTI), have been performed in the context of systemic lupus erythematosus (SLE), either with or without neuropsychiatric (NP) involvement, to deepen cerebral microstructure alterations. These techniques permit the measurement of the variations in random movement of water molecules in tissues, enabling their microarchitecture analysis. While DWI is recommended as part of the initial MRI assessment of SLE patients suspected for NP involvement, DTI is not routinely part of the instrumental evaluation for clinical purposes, and it has been mainly used for research. DWI and DTI studies revealed less restricted movement of water molecules inside cerebral white matter (WM), expression of a global loss of WM density, occurring in the context of SLE, prevalently, but not exclusively, in case of NP involvement. More advanced studies have combined DTI with other quantitative MRI techniques, to further characterize disease pathogenesis, while brain connectomes analysis revealed structural WM network disruption. In this narrative review, the authors provide a summary of the evidence regarding cerebral microstructure analysis by DWI and DTI studies in SLE, focusing on lessons learned and future research perspectives.