Systemic lupus erythematosus (SLE) is a complex and heterogeneous autoimmune disease. A main challenge faced by clinicians is early identification of SLE, frequently resulting in diagnostic delay. Timely treatment, however, is important to limit disease progression, and prevent organ damage and mortality. Often, patients present with clinical symptoms and immunologic abnormalities suggestive of SLE, while not meeting classification criteria yet. This is referred to as incomplete SLE (iSLE). However, not all these patients will develop SLE. Therefore, there is need for predictive biomarkers that can distinguish patients at high risk of developing SLE, in order to allow early treatment. This article reviews the current literature on immunological changes in patients with stages preceding SLE, focusing on autoantibodies, type-I and -II interferons, and the complement system. We also provide an overview of possible predictive markers for progression to SLE that are applicable in daily clinical practice.