The answer is that it probably has no effect on lupus itself. Some patients with lupus also have a gluten sensitivity/allergy or even celiac disease. In that case, a gluten free diet would alleviate those conditions. If you suspect you are gluten intolerant you should get tested for it.
Here is an answer to your question on a Lupus Foundation Q & A this year from one of their invited rheumatologists.
Kerry
Nutrition -- I've read about and talked to several people with autoimmune disorders whose symptoms improved, sometimes dramatically, when they switched to a gluten-free diet. Several of these people said that their doctors (rheumatologists/primary care doctors) didn't think that the gluten-free diet played much of a role in the patients care. What are your feelings on this? I am considering trying to go gluten-free. It would be a very difficult thing to do, but worth it, I believe, if it improved my health.
Dr. Thomas
Kerry: There is no good medical evidence that a gluten free diet helps significantly for autoimmune diseases such as lupus. However, there is a possible link between celiac disease (gluten sensitive enteropathy) and lupus ... in other words some patients with lupus can also have this disease ... and their celiac disease definitely improves with gluten free diet. Of note, there is absolutely no diet proven to change the course or to help lupus. However, eating extra fish regularly may help due to antioxidant properties of fish oil. Stay away from bean sprouts as a mold that grows on them can flare up lupus.
http://www.lupus.org/webmodules/webarticlesnet/templates/new_communitywebchats.aspx?articleid=1845&zoneid=93
Bill