Anti-TNF agents like infliximab, etanercept and adalimumab are efficacious in the treatment of ankylosing spondylitis (AS), psoriatic arthritis (PsA) and rheumatoid arthritis (RA). Lack of efficacy, side effects and loss of efficacy over time may be reasons for switching to a second anti-TNF agent and sometimes switching to a third anti-TNF agent may be useful. Effects of switching may be different in patients with AS, PsA and RA. We analysed data of 301 patients with rheumatic diseases treated with anti-TNF agents. Forty-six patients had AS, 63 PsA and 192 RA. Totally 38% of these patients received more than one anti-TNF agent. Switching to a second anti-TNF agent was necessary in 115 (38%) of our patients, in detail in 11 of our AS patients, in 21 of PsA patients and in 83 of RA patients. Patient with PsA showed the best response rate to the second anti-TNF agent. Finally, 46 patients, 5 with SPA, 3 with PsA and 38 with RA received a third anti-TNF agent. We conclude that anti-TNF switching in AS and PsA is less frequent than in RA patients. Survival of anti-TNF agents in AS (p = 0.025) and also in PsA (n.s., p = 0.215) seems to be better than in RA. Switching anti-TNF agents for loss of efficacy over time may have the best effect in patients with AS, PsA and predominantly in RA. Our data suggest that switching for lack of efficacy in RA patients cannot be recommended, but may be an alternative in patients with AS and PsA. Switching to a second anti-TNF agent for side effects may be reasonable, switching to a third anti-TNF agent again for side effects cannot be recommended.