ObjectiveThe objectives of this study were to assess the 1‐year persistence to methotrexate (MTX) initiated as the first ever conventional synthetic disease‐modifying antirheumatic drug in new‐onset rheumatoid arthritis (RA) and to investigate the marginal gains and robustness of the results by increasing the number and nature of covariates and by using data‐driven, instead of hypothesis‐based, methods to predict this persistence.MethodsThrough the Swedish Rheumatology Quality Register, linked to other data sources, we identified a cohort of 5475 patients with new‐onset RA in 2006‐2016 who were starting MTX monotherapy as their first disease‐modifying antirheumatic drug. Data on phenotype at diagnosis and demographics were combined with increasingly detailed data on medical disease history and medication use in four increasingly complex data sets (48‐4162 covariates). We performed manual model building using logistic regression. We also performed five different machine learning (ML) methods and combined the ML results into an ensemble model. We calculated the area under the receiver operating characteristic curve (AUROC) and made calibration plots. We trained on 90% of the data, and tested the models on a holdout data set.ResultsOf the 5475 patients, 3834 (70%) remained on MTX monotherapy 1 year after treatment start. Clinical RA disease activity and baseline characteristics were most strongly associated with the outcome. The best manual model had an AUROC of 0.66 (95% confidence interval [CI] 0.60‐0.71). For the ML methods, Lasso regression performed best (AUROC = 0.67; 95% CI 0.62‐0.71).ConclusionApproximately two thirds of patients with early RA who start MTX remain on this therapy 1 year later. Predicting this persistence remains a challenge, whether using hypothesis‐based or ML models, and may yet require additional types of data.