Background SLE, which is common in women, is commonly treated with HCQ, an anti-inflammation medication. Reproductive-age women with SLE are prone to be impacted by endometriosis. This study analyzes the relationship between HCQ and endometriosis patients with SLE in order to determine whether HCQ is effective for treating the latter. Methods This population-based, retrospective cohort study analyzed the SLE risk in a cohort of newly diagnosed SLE patients with endometriosis during 2000 through 2013. Controls were selected at a 1:2 ratio through age-matching using the greedy algorithm. The Cox proportional hazard model was used to analyze the association between HCQ use and endometriosis incidence. Four different Cox regression models were used. Lastly, sensitivity analysis with PSOW and IPW was implemented to evaluate the hazard ratio (HR) of endometriosis after exposure with HCQ. Results In the cohort where age and sex matched high and low HCQ dosage, the average follow-up time was about 1 year. The cohort’s overall incidence rates of endometriosis were 44.54 and 90.03 per 100000 person-month for high and low dosage respectively. The high dose group’s conditional hazard ratio (aHR) for incidental endometriosis was 0.482 (CI = 0.191 to 1.213). The incidence rate and Kaplan–Meir curves of endometriosis were consistent with the results for the cohort. Conclusion This study demonstrated that SLE patients continuously treated with HCQ have a lower risk of developing endometriosis. Clinically, HCQ can be beneficial for endometriosis patients with SLE.