We examined if cerebral volume reduction occurs very early during the course of systemic lupus erythematosus (SLE), and observed prospectively whether gray (GMV) and white matter volumes (WMV) of the brain would improve with lowered SLE disease activity. T1-weighted MRI brain images were obtained from 14 healthy controls (HC) and 14 newly-diagnosed SLE patients within 5 months of diagnosis (S1) and after achieving low disease activity (S2). Whole brain voxel-based morphometry was used to detect differences in the GMV and WMV between SLE patients and HC and those between SLE patients at S1 and S2. SLE patients were found to have lower GMV than HC in the middle cingulate cortex, middle frontal gyrus and right supplementary motor area, and lower WMV in the superior longitudinal fasciculus, cingulum cingulate gyrus and inferior fronto-occipital fasciculus at both S1 and S2. Whole-brain voxel-wise analysis revealed increased GMV chiefly in the prefrontal regions at S2 compared to S1 in SLE patients. The GMV increase in the left superior frontal gyrus was significantly associated with lowered SLE disease activity. In conclusion, GMV and WMV reduced very early in SLE patients. Reduction of SLE disease activity was accompanied by region-specific GMV improvement in the prefrontal regions.