Despite the success of anti-TNF drugs in the treatment of rheumatoid arthritis, a significant rate of nonresponse remains. Current clinical factors confer little power for predicting response and, in current practice, an unsatisfactory ‘trial and error’ approach governs therapeutic decisions. Candidate gene and unbiased genome-wide investigations have sought to identify genetic biomarkers that predict who will respond to anti-TNF drugs before the drug is administered. To date, few studies have yielded robust associations; herein, we discuss currently identified associations and the issues that need to be addressed in future investigations including insufficient power and an inadequate measure of disease activity. The potential for alternative predictors of anti-TNF therapy response from transcriptomic and epigenetic data will also be explored.