Abstract Background Neuropsychiatric manifestations occur in up to 75% of adult systemic lupus erythematosus (SLE) patients and are one of the major causes of death in SLE patients. Cognitive dysfunction is a typical clinical feature of neuropsychiatric SLE (NPSLE), which seriously affects the quality of life of patients. Dyslipidaemia and thyroid symptoms, which are prevalent in SLE patients, have both been related to neuropsychiatric disturbances, including significant psychiatric and cognitive disturbances. This study aimed to investigate whether cognitive dysfunction in patients with SLE was related to the expression of serum thyroid hormone and lipoprotein levels. Methods A total of 121 patients with SLE and 65 healthy controls (HCs) at Nanjing Drum Tower Hospital completed a cognitive function test, and 81 SLE patients were divided into a high-cognition (n = 33) group and a low-cognition group (n = 48). The clinical and laboratory characteristics of the patients were compared; moreover, correlations between serum HDL-C, LDL-C, F-T3 and F-T4 levels and cognitive function were analysed. Serum levels of APOE, APOA1, IGF-1, and IGFBP7 in 81 patients were detected by ELISA, and the correlation between these four proteins and cognition was analysed separately. Results The patients with SLE with abnormal cognitive function were less educated than the HCs. For low-cognition patients, the levels of albumin, F-T3 (P