Belimumab (BLM) is a B lymphocyte stimulator (BLyS) inhibitor approved for the treatment of systemic lupus erythematosus (SLE). Autophagy is a cell survival mechanism involved in the pathogenesis of SLE. Citrullination is a post-translational modification catalyzed by peptidylarginine deiminase (PAD) enzymes. Autophagy and citrullination may generate neoepitopes, evoking an autoimmune response. No previous studies have investigated the connection of these processes, and how BLM could affect them, in SLE. Ex vivo autophagy and protein citrullination were analyzed by western blot in lysates from 26 SLE patients’ PBMCs at baseline and after 2, 4, and 12 weeks of BLM administration, and from 16 healthy donors’ PBMCs. Autophagic PBMCs were identified by the immunofluorescent detection of the autophagy-associated proteins LC3B (LC3 puncta) and LAMP-1. Autophagosome accumulation was evaluated in CD14− (PBLs) and CD14+ (monocytes) SLE cells. The presence of the BLyS receptors BAFF-R, BCMA, and TACI on SLE CD4+, CD8+ T cells and monocytes, as well as serum IL-18 levels, was also assessed. Following BLM administration, we observed a decrease in autophagy and citrullination, with a lowering of LC3-II, citrullinated vimentin, and PAD4 expression levels in PBMCs from SLE patients. LC3-II levels showed a correlation with the SLE Disease Activity Index 2000 (SLEDAI-2K) after 12 weeks of therapy. The LC3B/LAMP-1 analysis confirmed the reduction in autophagy. A lesser autophagosome accumulation occurred in PBLs and monocytes which, in turn, seemed to be the main cellular populations contributing to autophagy. A reduction in patients’ serum IL-18 concentrations occurred. CD4+ and CD8+ cells weakly expressed BAFF receptors; monocytes expressed only BAFF-R. BLM could impact on autophagy and citrullination, offering an opportunity for a deeper understanding of these mechanisms in SLE, and a possible tool for the clinical management of SLE.