Abstract Objectives Cognitive dysfunction, and comorbidities such as mood disorder and fibromyalgia, are common in SLE. This study aims to explore the associations between fibromyalgia, mood disorders, cognitive symptoms and cognitive dysfunction in SLE patients, and their impact on quality of life. Methods We tested cognition in SLE patients and healthy controls, and evaluated cognitive symptoms, mood disorder, fibromyalgia, fatigue and quality of life using patient-reported outcome measures. We examined associations of these comorbidities with both patient-reported cognitive symptoms and cognitive test performance. Results High fibromyalgia symptom score and history of depression or anxiety were associated with cognitive dysfunction. There were no significant associations between current depression, anxiety symptoms or fatigue score and objective cognitive dysfunction. In contrast, mood disorder symptoms, history of mood disorder, fibromyalgia symptoms and fatigue all had significant associations with patient-reported cognitive symptoms. There were no significant associations between patient-reported cognitive symptoms and objective cognitive dysfunction. Objective cognitive dysfunction, patient-reported cognitive symptoms, history of mood disorder and fibromyalgia symptoms all had significant associations with poorer quality of life; fibromyalgia had the biggest impact. Conclusions Cognitive symptoms are common in SLE, but there were no associations between cognitive symptoms and objective cognitive dysfunction. Depression, anxiety and fibromyalgia were more consistently associated with patient-reported cognitive symptoms than with objective cognitive dysfunction. These factors all have a significant impact on quality of life. Understanding the discrepancy between patient-reported cognitive symptoms and cognitive test performance is essential to advance care in this area of unmet need.