This study aimed to investigate the clinical, immunological, and radiologic predictors of response to tumor necrosis factor (TNF)-α antagonist therapy in Chinese rheumatoid arthritis (RA). Ninety RA patients were divided into two groups according to their responsiveness to TNF-α antagonist therapy at 1 month: group A (responders) and group B (non-responders). After 3 months of therapy, all the 90 patients were re-assessed and re-divided into another two groups: group C (responders) and group D (non-responders). Serum samples and clinical characteristics as well as radiographic features were collected at baseline, first month, and third month post-initial administration of TNF-α antagonist. Serum TNF-α, interleukin (IL)-6, IL-8, IL-34, and matrix metalloproteinase (MMP)-3 were measured by enzyme-linked immunosorbent assay (ELISA). Disease activity and Sharp score were evaluated. (1) Comparisons between groups A and B: subjects in group A showed a lower level of erythrocyte sedimentation rate (ESR) and a higher level of albumin (ALB) at baseline than that of group B (p < 0.05). The cutoff value of ALB for prediction was ≥34.9 g/l and that of ESR was ≤55.5 mm/h. (2) Comparisons between groups C and D: group C showed lower levels of ESR, health assessment questionnaire (HAQ), and IL-34 at baseline (p < 0.05). The threshold for prediction were as follows: ESR ≤60 mm/h, HAQ ≤1.3125, and IL-34 ≤194.12 pg/ml. (3) The serum cytokines were positively correlated with C-reactive protein (CRP) and disease activity index, while ALB was negatively correlated with CRP and disease activity. Baseline ALB ≥34.9 g/l or ESR ≤55.5 mm/h might predict a good response at 1-month treatment of TNF-α antagonist, while baseline ESR ≤60 mm/h, HAQ ≤1.3125, and IL-34 ≤194.12 pg/ml might predict a good response at 3-month treatment.