Given the crucial events in systemic lupus erythematosus (SLE) such as joint and muscle pain, fatigue, depression, obesity and osteoporosis, the very thought of exercising can be challenging. This prospective study included 60 patients diagnosed with SLE in stable condition. A randomly selected group of 30 women had aerobic training on a bicycle ergometer for a period of 15 minutes, 3 times per week for 6 weeks, while the second group of 30 women performed isotonic exercises (to stretch and lengthen muscles and improve the range of motion) for 30 minutes, 3 times per week during the same period. Fatigue Severity Scale (FSS), Short Form 36 (SF36) questionnaire on the quality of life and Beck depression inventory (BDI) were analyzed at baseline and after 6 weeks. At baseline FSS score was 53.8 ± 5.7 and after the physical activity FSS score was 29.1 ± 7.8 (FSS ≥ 36; fatigue is present). The largest number of patients (66.7%) was in a moderate depressed state at the baseline, while after physical activities 61.7% of patients, had a mild mood disturbance. There were significant differences (p < 0.001) in values of all areas of quality of life questionnaire SF36 before and after the implementation of physical activity. The type of physical activity had no influence in FSS and BDI values. Continuous physical activity, regardless of its type, significantly improved quality of life of SLE patients. We recommend regular physical activity as an integral part of modern therapeutic approach in this patient population.