Objective The aim of this study is to evaluate perceived stress and coping strategies in individuals with systemic lupus erythematosus (SLE) according to the presence of insomnia symptoms, using a set of variables that include anxiety and depressive symptoms evaluation. Methods Ninety SLE women were evaluated in a cross-sectional study using the Perceived Stress Scale (PSS), Brief COPE, Pittsburgh Sleep Quality Index (PSQI), Insomnia Severity Index (ISI), Beck Depression Inventory (BDI) and Self-rating Anxiety Scale (SAS). Results Individuals with insomnia symptoms ( n = 57, 66%) presented higher PSS ( p < 0.001), PSQI ( p < 0.0001), BDI, ( p < 0.0001) scores and showed less-effective coping strategies such as the use of behavioral disengagement ( p = 0.04), self-blame ( p = 0.02) and emotional-focused coping ( p = 0.001). In a multi-regression model ISI was the independent determinant of high PSS and of behavioral disengagement; PSQI was the only determinant of self-blame ( p = 0.02) and emotional-focused coping. Conclusions SLE individuals with insomnia symptoms show high levels of perceived stress and more frequent use of disengaging and emotional-focused coping strategies. This body of evidence suggests that individuals with SLE and comorbid insomnia symptoms may therefore require additional interventions for insomnia.