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Objective To estimate the incidence of herpes zoster (HZ) and the incremental healthcare resource utilisation (HRU) and costs associated with HZ among adults with systemic lupus erythematosus (SLE).Methods This retrospective cohort study included insured patients from 2015 to 2022. HZ incidence rates were estimated among patients with SLE, SLE without other immunocompromising conditions (ICC) (SLE only) and no ICC. Adjusted incidence rate ratios (aIRRs) and 95% confidence intervals (CIs) comparing the SLE and SLE only cohorts versus the no ICC cohort were estimated using Poisson regression. All-cause HRU and costs were compared between patients with SLE and HZ (SLE+/HZ+) and propensity score matched patients with SLE without HZ (SLE+/HZ–).Results The incidence rates of HZ in the SLE (n=60 430), SLE only (n=21 206) and no ICC (n=1 000 000) cohorts were 19.72, 14.03 and 5.64 per 1000 patient-years, respectively (aIRR 1.89, 95% CI 1.79 to 2.00, and aIRR 1.54, 95% CI 1.40 to 1.69). Mean all-cause per-patient costs were significantly higher in the SLE+/HZ+ versus SLE+/HZ– cohorts during the first 1 month (n=2126 and n=8504, respectively; cost difference $1349, 95% CI $722 to 1977) and 3 months (n=1968 and n=7872; $1558, 95% CI $108 to 3007).Conclusions Patients with SLE had a significantly higher incidence of HZ compared with adults without ICC. Patients with SLE who developed HZ incurred significantly higher all-cause costs than those who did not. These data support considering HZ vaccination for patients with SLE.