Objective To compare the risk of hospitalized infection (HI) between users and non-users of hydroxychloroquine (HCQ) in systemic lupus erythematosus (SLE). Methods Using claims data, patients were defined as SLE cases by the following criteria: 1) they had at least one SLE diagnostic code; 2) they had a prescription for specific drugs, including corticosteroids, steroid pulse therapy, and immunosuppressive drugs; and 3) they were at least 16 years old between September 2015 and July 2017 (n = 17,483). The SLE cases with at least one prescription for HCQ were defined as the HCQ group (n = 1,431), while the others were defined as the non-HCQ group. Among the SLE cases, propensity score-matched cases were observed for 1 year (n = 1,095 in each group). Results The median age and proportion of female patients in both groups were about 42 years and 88%, respectively. The proportions of cases with HIs were similar (HCQ group, 4.5%; non-HCQ group, 5.6%; p = 0.240, McNemar test). The hazard ratio of the HCQ group for HIs after adjusting for patients’ characteristics was not significant at 0.9 (0.6–1.3). Conclusion The use of HCQ was not associated with a risk of HIs in patients with SLE.