The effect of physical activity on the immune system is still poorly understood in cases of systemic lupus erythematosus (SLE). Therefore, our aim was to investigate differences in the serum levels of cytokines (IL-2, IL-5, IL-6, IL-8, IL-10 and TNF-α) and the numbers of CD11b + and CXCR2 + neutrophils and lymphocytes in women with SLE undergoing drug treatment, without ( n = 9) or with ( n = 5) 4 months of kinesiotherapy. Parameters related to functional capacity were also analyzed. In the case of the patients who were not submitted to kinesiotherapy, there were reductions in the levels of IL-5, IL-6 and IL-10, and an increase in the number of CD11b + leukocytes, in addition to an increase in abdominal circumference after the monitoring time. Patients submitted to kinesiotherapy did not present changes in serum cytokines or in the numbers of CD11b + and CXCR2 + neutrophils and lymphocytes, but there were increases of flexibility and strength, as well as a reduction in pain sensation after the monitoring time. In conclusion, kinesiotherapy was able to increase flexibility and reduce pain in SLE patients without influencing immune parameters.