Summary Objectives To determine the prevalence and the predictive factors of autoimmune hypothyroidism ( AH ) within a systemic lupus erythematosus ( SLE ) cohort and to analyse the current information concerning the prevalence and impact of autoimmune thyroid disease ( AITD ) and thyroid autoimmunity in patients with SLE . Methods A total of 376 patients with SLE were assessed for the presence of the following: (i) confirmed AH , (ii) positive thy‐roperoxidase/thyroglobulin antibodies [ TPOA b/TgAb] without hypothyroidism, (iii) nonautoimmune hypothyroidism and (iv) SLE patients with neither. Multivariate analysis and a classification and regression tree model were used to analyse data. The current information was discussed through a systematic literature review ( SLR ). Results In our cohort, the prevalence of confirmed AH was 12%. However, in euthyroid patients with SLE , TPOA b and TgAb were observed in 21% and 10%, respectively. Patients with confirmed AH were significantly older and had later age at onset of the disease. Smoking (adjusted odds ratio ( AOR ) 6·93, 95% CI 1·98–28·54, P = 0·004), Sjögren's Syndrome ( SS ) ( AOR 23·2, 95% CI 1·89–359·53, P = 0·015) and positivity for anticyclic citrullinated peptide (anti‐ CCP ) ( AOR 10·35, 95% CI 1·04–121·26, P = 0·047) were associated with AH ‐ SLE , regardless of gender and duration of the disease. Smoking and SS were confirmed as predictors of AH ‐ SLE . In the SLR , the prevalence of AITD ranged from 1% to 60%. The factors associated with this polyautoimmunity were female gender, older age, smoking, certain autoantibodies, SS , and cutaneous and articular involvement. Conclusions AITD is frequent in SLE and does not affect the severity of SLE . Identified risk factors will assist clinicians in the search for AITD . Our results encourage smoke‐free policies in patients with SLE .