Episodic memory deficits in systemic lupus erythematosus (SLE) have been frequently reported in the literature; however, little is known about the neural correlates of these deficits. We investigated differences in the volumes of different brain structures of SLE patients with and without episodic memory impairments diagnosed by the Rey Auditory Verbal Learning Test (RAVLT). Groups were paired based on age, education, sex, Mini Mental State Examination score, accumulation of disease burden (SLICC), and focused attention dimension score. Patients underwent magnetic resonance imaging (MRI). Cortical volumetric reconstruction and segmentation of the MR images were performed with the FreeSurfer software program. SLE patients with episodic memory deficits presented shorter time of diagnosis than SLE patients without episodic memory deficits. ANOVA revealed that SLE patients with episodic memory deficits had a larger third ventricle volume than SLE patients without episodic memory deficits and controls. Additionally, covariance analysis indicated group effects on the bilateral thalamus and on the third ventricle. Our findings indicate that episodic memory may be impaired in SLE patients with normal hippocampal volume. In addition, the thalamus may undergo volumetric changes associated with episodic memory loss in SLE.