The objective of this work is to compare the adherence to therapy of patients receiving etanercept and infliximab during first tumour necrosis factor (TNF)-blocking treatment course in rheumatoid arthritis. Special emphasis is placed on potential predictors for treatment termination and the impact of concomitant methotrexate (MTX) or other disease-modifying antirheumatic drugs (DMARDs). Patients (n = 1,161) with active rheumatoid arthritis, not responding to at least two DMARDs including MTX starting etanercept or infliximab therapy for the first time, were included in a structured clinical follow-up protocol. Information on diagnosis, disease duration, previous and ongoing DMARDs, treatment start and termination, as well as cause of withdrawal was prospectively collected during the period of March 1999 through December 2004. Patients were divided into six groups according to TNF-blocking drugs and concomitant DMARDs. Five-year level (one-year) of adherence to therapy was 36% (69%) for patients receiving infliximab in combination with MTX compared with 65% (89%) for patients treated with etanercept and MTX (p < 0.001). Cox regression models showed that the risk for premature treatment termination of patients treated with infliximab was threefold higher than for etanercept (p < 0.001). Also, the regression analysis showed that patients receiving concomitant MTX had better treatment continuation than patients treated solely with TNF blockers (p < 0.001). Moreover, patients receiving concomitant MTX had superior drug survival than patients receiving other concomitant DMARDs (p < 0.010). The superior effect of MTX was associated primarily with fewer treatment terminations because of adverse events. In addition, the study identifies low C-reactive protein level, high age, elevated health assessment questionnaire score, and higher previous number of DMARDs as predictors of premature treatment termination. In summary, treatment with etanercept has higher adherence to therapy than treatment with infliximab. Concomitant MTX is associated with improved treatment continuation of biologics when compared with both TNF blockers as monotherapy and TNF blockers combined with other DMARDs.