We report the case of a 25-year-old patient with systemic lupus erythematosus (SLE) pancreatitis which was complicated by pseudocyst and pseudoaneurysm formation. The pseudoaneurysm progressed to intra-abdominal bleeding requiring endovascular coil embolization of the gastroduodenal artery. The pseudocyst and hematoma formed two large abdominal fluid collections causing symptoms due to a mass effect. These fluid collections were treated conservatively, while active SLE was treated with steroids, azathioprine, and immunoglobulins. She finally made a full recovery. To the best of our knowledge, this is the first report of a bleeding pseudoaneurysm complicating SLE pancreatitis. Although anecdotal, this case may serve as a useful example of the possible complications of SLE pancreatitis, including considerations on optimal management.