Evidence of cognitive bias in depression and anxiety has sparked an increasing interest in the potential for pain-related bias in patients suffering from chronic pain and/or illness. Research to date has been somewhat inconsistent, and the vast majority has been conducted on just two patient populations: rheumatoid arthritis (RA) and chronic pain patients. The present study investigates cognitive bias in Systemic Lupus Erythematosus (SLE) patients, particularly in relation to disease activity and depression. Forty-three SLE patients are compared to RA patients and healthy controls on their endorsement and recall of pain/illness words relative to depression and control words. Patients are first divided according to their disease activity, and secondly according to depression. SLE and RA patients self-endorsed more negative illness words and fewer positive illness words than did healthy controls, regardless of disease activity or depression status. Groups did not differ in their recall patterns, although all groups demonstrated a recall bias for positive words and illness words. Post-hoc analyses revealed a significant recall bias for disability-related illness words compared to sensory pain words in ill, depressed patients compared to ill, non-depressed patients and healthy controls. Consistent with the most recent research, it appears to be both the nature of the illness stimuli and the depression status of the patient that determines cognitive bias in chronically ill populations.