Exercise and physical activity have been deemed as potentially beneficial for patients with systemic lupus erythematosus (SLE). This study aimed to evaluate the effects of exercise interventions on health-related quality of life in patients with SLE using a systematic review and meta-analysis. Randomized and non-randomized controlled trials published up to July 2021 were examined using the PubMed and Embase databases. Of the 1158 articles retrieved, nine were included for systematic review. Five of them were randomized controlled trials and these were assessed using meta-analysis. Hedges' g effect size was 0.47; 95% (confidence interval 0.21-0.73; p < 0.001) for the physical health and function aspect of health-related quality of life. None of the other seven domains of the SF-36 showed a significant effect size. However, the latter finding was limited by the small number of available trials. In conclusion, this systematic review and meta-analysis supported that exercise intervention compared to usual care might be able to improve the physical functioning domain of health-related quality of life in patients with SLE. Future high-quality randomized controlled trials that incorporate disease-specific health-related quality of life measures are needed to elucidate the role of exercise on health-related quality of life in patients with SLE.