This study aimed to assess the association of coping with health-stressors and defence styles with health-related quality of life (HRQOL) in systemic lupus erythematosus (SLE). In 56 SLE patients we assessed disease activity (SLEDAI), functional limitations (HAQ), psychological distress (SCL-90-R), defence styles (Defence Style Questionnaire), hostility (HDHQ), coping with health-stressors (Sense of Coherence scale) and HRQOL (WHOQOL-BREF). Two hundred and eight rheumatologic patients (168 with rheumatoid arthritis [RA] and 40 with primary Sjögren's syndrome [SS]) served as disease controls. SLE patients' HRQOL was similar to that of patients with RA and primary SS after adjusting for demographic and disease variables. Psychological distress was significantly associated with most aspects of HRQOL, but sense of coherence mediated the relationship of psychological distress with Physical HRQOL; this mediation effect was unique to SLE, as mediation analyses showed. Maladaptive action defence style was also significantly associated with Environment HRQOL independently of psychological distress (p < 0.024). These findings indicate that, apart from the early assessment and treatment of psychological distress, clinicians and consultation-liaison psychiatrists should bear in mind the SLE patients' psychological resources and coping capacities to deal with the stress of the disease, since such traits, although usually underestimated, are strongly independently associated with HRQOL.