Psoriatic arthritis (PsA) is an inflammatory arthropathy associated with skin and/or nail psoriasis. TNF-α is an essential cytokine for the host defense, and its depletion by treatment may facilitate the risk of infections or their reactivation. The aim of this study was to evaluate the efficacy and safety of TNF-α blockers in patients with PsA and concomitant latent tuberculosis infection (LTBI) comparing their outcome with non-infected PsA patients. This is a retrospective study in 321 patients with PsA, attending the Psoriatic Arthritis Clinic at the University Federico II of Naples, who had an inadequate response to DMARDs and started therapy with TNF-α blockers. We identified 40 patients with LTBI, who were included in this study along with 40 not infected PsA patients as control group. At baseline (T0) and every 3 months for 2 years (T2), data concerning PsA activity were registered. All patients underwent chest X-ray every 6 months (or 12 if appropriate). In each group, 22 patients were on etanercept therapy, 14 on adalimumab, and 4 on infliximab. Anti-TNF-α therapy was effective in both group of patients, and no statistically significant differences were found in the analysis of the study variables between the two groups from T0 to T2. No serious adverse events occurred in both groups, and no patient was withdrawn from therapy. Our experience suggests that anti-TNF-α treatment is effective and safe in PsA patients with concomitant LTBI. Therefore, neither LTBI nor chemoprophylaxis seems to influence the course of anti-TNF-α therapy.