Background: We investigated how the non-medical switching (NMS) between Etanercept (ETN)/originator and SB4/biosimilar affects treatment efficacy in a rheumatic disease (RD) cohort, evaluating some laboratory parameters as loss of efficacy predictors after NMS. Methods: We enrolled 124 patients with RD (rheumatoid arthritis, ankylosing spondylitis, psoriatic arthritis): 79 switchers from ETN/originator to SB4 and 45 naïve patients receiving SB4 (first biological treatment). At baseline, 6 (T1), and 12 months (T2), clinical and laboratory parameters were evaluated. Results: In naïve patients, TNF-α significantly increased at T1 in responders (NR) and non-responders (NNR). TNF-α was lower in NNR than in NR at T1 and T2. In NR and NNR, drug levels (DL) increased between T1 and T2. However, DLs were lower in NNR than in NR at T1 and T2. TNF-α was higher in switcher responders (SR) than in non-responders (SNR) at T1 and T2. In SNR, DLs were higher at baseline than in SR, but they decreased significantly at T1 and T2. Conclusions: We observed a decrease in DL and TNF-α levels after NMS in SNR. Moreover, in naïve patients, DL and TNF-α levels were higher in NR than in NNR. Monitoring DL and TNF-α levels may represent a future precision medicine approach to predict loss of efficacy after NMS.