The aim was to describe the real-world treatment persistence of subcutaneous TNF inhibitors (TNFi) for patients with inflammatory rheumatic disease newly initiating treatment with biologic disease-modifying antirheumatic drugs (bDMARD). This was a retrospective cohort study that extracted data for new users of TNFi between 1 August 2010 and 31 August 2016 from the Australian Optimising Patient outcome in Australian RheumatoLogy (OPAL) registry. Patients were 1:1 propensity-score matched with golimumab based on their age, sex, year of index, C-reactive protein level, baseline treatment combination and disease. Treatment persistence was calculated. Data from 3749 patients were extracted (adalimumab n = 1518; certolizumab n = 298; etanercept n = 1068; golimumab n = 865). The mean (SD) ages of patients were 51.7 (14.2) years for adalimumab, 53.7 (14.0) years for certolizumab, 52.8 (14.3) years for etanercept and 52.3 (14.6) years for golimumab, with disease durations 7.7 (10.5), 8.8 (9.2), 8.1 (10.4) and 7.3 (9.7) years, respectively. Two thirds of the patients were women. There was no significant difference in treatment persistence by treatment in the overall population (adalimumab 33.6 [95% CI 28.6–40.7], certolizumab 24.8 [95% CI 21.3–42.1], etanercept 27.6 [95% CI 23.4–36.5], golimumab 30.3 [95% CI 23.26–36.5]; months, p = 0.545), or in the propensity score-matched population. No safety signals were detected. In this real-world biologic-naïve Australian inflammatory rheumatic disease cohort treated with subcutaneous TNF inhibitors during the period 2010–2016, there was no difference in treatment persistence between agents.