A Study of LY3361237 in Participants With Systemic Lupus Erythematosus

Inclusion Criteria: * Participants must have received a diagnosis of SLE at least 24 weeks before screening (at least 4 of 11 criteria in 1997 revised American College of Rheumatology \[ACR\] classification) * If a participant is taking oral prednisone (or prednisone equivalent) for SLE, the dose must be ≤20 milligrams per day (mg/day) for at least 8 weeks prior to screening, and must have been stable for at least the last 2 weeks * If a participant is taking any of the following medications for SLE, the medication must have been used for at least 12 weeks and stable for at least the last 8 weeks: * Azathioprine ≤200 mg/day * Antimalarial (e.g., chloroquine, hydroxychloroquine, quinacrine) * Mycophenolate mofetil ≤2 g/day or mycophenolic acid ≤1.44 grams per day (g/day) * Oral, SC, or intramuscular methotrexate ≤15 milligrams per week (mg/week) Exclusion Criteria: * Participants must not have a history of, or current, inflammatory joint or skin disease other than SLE * Participants must not have a current active bacterial, viral, or fungal infection * Participants must not have evidence of significant liver or kidney dysfunction * Participants must not have received cytotoxic medications (e.g., cyclophosphamide) within the last 3 months. * Participants must not have received any intra-articular, intramuscular, or intravenous glucocorticoids within the last 3 months * Participants must not have received blood products (e.g., blood transfusion, platelets, etc.) within the last 12 months