Autoimmune issues show up in the blood.
Low B12 shows up that way too.
Also some heavy metals/toxins can be tested for.

Lupus is an autoimmune disease.

Small fiber nerve damage may not show up on an EMG.
And if you don't have muscle damage your needle conduction test would be normal as well.

Lupus would need a special blood test.
Its called an ANA.

Its an auto-immune disease.

It does't need an MRI.
For that they may be checking out Multiple Sclerosis.
Which is in the Central Nervous System, and would not have peripheral neuropathies.

I would look up in the "important links" and look up small fiber neuropathies.
Have you been tested for diabetes and B-12 deficiency?

Thanks to you all for your responses. I have been tested for diabetes but not lupus. I'm dreading the EMG. The last one I had, I nearly had to tell the doc I was done before he was finished.

How long ago was your last EMG? Was it within the year or over a year ago?

If it was a year ago and this one still shows nothing then I'd say you either have SFN or you don't have PN.

What are your symptoms?

P.S. Here is a list of things that have SF damage:

Metabolic
Diabetes mellitus
Hypertriglyceridemia
Hereditary
Amyloidosis
Hereditary Sensory Neuropathy I (HSAN I)
Congenital sensory neuropathy with anhidrosis (HSN IV)
Congential insensitivity to pain sensation without anhidrosis
Hereditary ataxia with thermoanalgesia & loss of fungiform papillae
An-α-lipoproteinemia (Tangier's)
α-galactosidase (Fabry's)
Hereditary sensory neuropathy + Spastic paraparesis (Cavanagh's variant)
Hereditary sensory neuropathy with loss of pain perception
Congenital indifference to pain

Navajo neuropathy with arthropathy
Cold-Induced Sweating Syndrome
Toxic: Kepone; Ciguatera
Infection: Leprosy
M-protein
Idiopathic: Often painful