Abstract Objective For cost‐utility analyses of health technologies, utilities are commonly measured with the EuroQol‐5D (EQ‐5D) or the Short Form 6D (SF‐6D). Although most studies in rheumatoid arthritis (RA) found the SF‐6D to be more responsive than the EQ‐5D, evidence is not convincing. The aim of this study was to compare the responsiveness of the EQ‐5D and SF‐6D to improvement in RA patients treated with tumor necrosis factor (TNF) blockers. Methods Data from 278 RA patients included in the Dutch Rheumatoid Arthritis Monitoring registry were used. Internal responsiveness over 1 year was evaluated by using standardized response means (SRMs). External responsiveness was evaluated by using receiver operating characteristic curves based on perceived health change (self‐reported health transition item Short Form 36) and change in disease activity (European League Against Rheumatism response criteria based on the Disease Activity Score in 28 joints). Results The scores of the EQ‐5D and SF‐6D changed moderately over 1 year (SRMs 0.50 and 0.67, respectively). The SF‐6D was significantly more responsive to treatment than the EQ‐5D. The EQ‐5D and SF‐6D were moderately able to correctly classify patients according to health transition (areas under the curve [AUCs] 0.67 and 0.72, respectively) and change in disease activity (AUCs 0.71 and 0.65, respectively). Conclusion The EQ‐5D and SF‐6D were only moderately responsive to improvement in RA patients treated with TNF blockers. Overall, the SF‐6D was more responsive than the EQ‐5D.