Systemic lupus erythematosus (SLE) is a systemic autoimmune disease characterized by inflammation and abnormal production of autoantibody, but the mechanisms of the aberrant immune responses are currently unknown. Recently, growing evidence has suggested that infection plays a pivotal role in SLE. Here, we investigate the role of infectious agents (e.g., Epstein-Barr virus, parvovirus B19, human T-lymphotropic virus type 1, human immunodeficiency virus type 1, and endogenous retroviruses) in the pathogenesis of SLE. More importantly, we explore the known mechanisms underlying the involvement of infectious agents in the pathogenesis of SLE, including molecular mimicry, epitope spreading, superantigen production, bystander activation, persistent viral infection, altered apoptosis, clearance deficiency, and epigenetic alterations (e.g., DNA methylation and microRNAs). However, some infectious agents (e.g., malaria parasites, hepatitis B virus, Toxoplasma gondii, and Helicobacter pylori) may exert protective effects on SLE. Therefore, the relationship between infection and SLE is multifaceted and multidirectional, including causative and/or protective associations, which warrant further investigation in the future.