Anti-TNF therapy has significantly improved disease control in rheumatoid arthritis, but a fraction of rheumatoid arthritis patients do not respond to anti-TNF therapy or lose response over time. Moreover, the mechanisms underlying non-response to anti-TNF therapy remain largely unknown. To date, many single biomarkers of response to anti-TNF therapy have been published but they have not yet been analyzed as a system of interacting nodes. The aim of our study is to systematically elucidate the biological processes underlying non-response to anti-TNF therapy in rheumatoid arthritis using the gene ontologies of previously published predictive biomarkers. Gene networks were constructed based on published biomarkers and then enriched gene ontology terms were elucidated in subgroups using gene ontology software tools. Our results highlight the novel role of proteasome-mediated protein catabolic processes (p = 2.91 × 10−15) and plasma lipoproteins (p = 4.55 × 10−11) in anti-TNF therapy response. The results of our gene ontology analysis help elucidate the biological processes underlying non-response to anti-TNF therapy in rheumatoid arthritis and encourage further study of the highlighted processes.