Aicardi-Goutières syndrome (AGS) is a rare inherited autoimmune disease caused by mutations in genes encoding the RNase H2 subunits A, B, and C; the DNase three prime repair exonuclease 1 (TREX1); and sterile alpha motif (SAM) domain and HD domain-containing protein 1 (SAMHD1). Using unbiased affinity purification coupled to protein mass spectrometry, we identify SAMHD1 as a nucleic-acid-binding protein displaying a preference for RNA over DNA. In contrast to TREX1 and the RNase H2 complex, SAMHD1 has no obvious nuclease activity. In addition, interrogating truncation mutants of SAMHD1 observed in AGS patients, we map the nucleic-acid-binding domain to residues 164-442, thus overlapping with the HD domain. Furthermore, we show that although wild-type SAMHD1 displays almost exclusive nuclear localization, 11 of 12 SAMHD1 mutants show at least partial mislocalization to the cytosol. Overall, these data suggest that SAMHD1 has a role in the nucleus that, if disrupted by mutation, leads to cytosolic accumulation of SAMHD1 and autoimmune disease.