Anti-tumour necrosis factor (TNF) agents are recommended as second-line therapy for patients with axial spondyloarthropathies. This analysis reviewed data on studies investigating the efficacy and tolerability of anti-TNF agents in patients with non-radiographic axial spondyloarthritis (nr-axSpA) who had failed first-line non-steroidal anti-inflammatory (NSAID) treatment. Efficacy data from RCTs were used to calculate the number needed to treat (NNT) for individual anti-TNFs and then the cost per responder was determined to provide an indication of the value of each therapy. A systematic literature review and analysis of search results over the period January 2008 to September 2014 identified four randomised placebo-controlled trials that were included in the analysis. Adalimumab, etanercept and certolizumab pegol were all effective and well tolerated in patients with nr-axSpA. A patient was more likely to reach ASAS20 or ASAS40 when treated with etanercept or adalimumab, the NNT was lowest for adalimumab, and the risk of adverse events was higher with certolizumab pegol 200 mg every 2 weeks. The cost per responder (NNT) was lowest for adalimumab, followed closely by certolizumab 400 mg every 4 weeks, intermediate for certolizumab 200 mg every 2 weeks and highest for etanercept. Although all anti-TNF agents were associated with clinical improvement in patients with nr-axSpA, adalimumab presented a better cost per responder than etanercept and certolizumab pegol.