Patients with systemic lupus erythematosus (SLE) have an increased risk of infections due to impaired immune functions, disease activity, and treatment. This study investigated the impact of having SLE on the incidence of hospitalisation with COVID-19 infection. This was a nationwide cohort study from Denmark between 1 March 2020 to 2 February 2021, based on the linkage of several nationwide registers. The adjusted incidence of COVID-19 hospitalisation was estimated for patients with SLE compared with the general population in Cox-regression models. Among SLE patients, the hazard ratio (HR) for hospitalisation was analysed as nested case-control study. Sixteen of the 2533 SLE patients were hospitalised with COVID-19 infection. The age-sex adjusted rate per 1000 person years was 6.16 (95% CI 3.76–10.08) in SLE patients, and the corresponding hazard ratio was 2.54 (95% CI 1.55–4.16) compared with the matched general population group after adjustment for comorbidities. Among SLE patients, hydroxychloroquine treatment was associated with a HR for hospitalisation of 0.61 (95% CI 0.19–1.88), and 1.06 (95% CI 0.3–3.72) for glucocorticoid treatment. Patients with SLE were at increased risk of hospitalisation with COVID-19.