Objective: In rheumatoid arthritis (RA), it is of major importance to identify non-responders to tumour necrosis factor-α inhibitors (TNFi) before starting treatment, to prevent a delay in effective treatment. We developed a protein score for the response to TNFi treatment in RA and investigated its predictive value. Method: In RA patients eligible for biological treatment included in the BiOCURA registry, 53 inflammatory proteins were measured using xMAP® technology. A supervised cluster analysis method, partial least squares (PLS), was used to select the best combination of proteins. Using logistic regression, a predictive model containing readily available clinical parameters was developed and the potential of this model with and without the protein score to predict European League Against Rheumatism (EULAR) response was assessed using the area under the receiving operating characteristics curve (AUC-ROC) and the net reclassification index (NRI). Results: For the development step (n = 65 patient), PLS revealed 12 important proteins: CCL3 (macrophage inflammatory protein, MIP1a), CCL17 (thymus and activation-regulated chemokine), CCL19 (MIP3b), CCL22 (macrophage-derived chemokine), interleukin-4 (IL-4), IL-6, IL-7, IL-15, soluble cluster of differentiation 14 (sCD14), sCD74 (macrophage migration inhibitory factor), soluble IL-1 receptor I, and soluble tumour necrosis factor receptor II. The protein score scarcely improved the AUC-ROC (0.72 to 0.77) and the ability to improve classification and reclassification (NRI = 0.05). In validation (n = 185), the model including protein score did not improve the AUC-ROC (0.71 to 0.67) or the reclassification (NRI = −0.11). Conclusion: No proteomic predictors were identified that were more suitable than clinical parameters in distinguishing TNFi non-responders from responders before the start of treatment. As the results of previous studies and this study are disparate, we currently have no proteomic predictors for the response to TNFi.