The introduction of tumor necrosis factor-alpha (TNF-α) antagonists has substantially improved patient's clinical outcome in rheumatoid arthritis (RA). However, nearly 20% to 40% of RA patients do not respond to anti-TNF-α treatment strategies. To identify valid predictors of TNF-α antagonist response in RA, serum proteome profiles from responders (R) and non-responders (NR) to etanercept, a soluble recombinant TNF-α receptor/IgG Fc fusion protein receptor, were compared in a prospective cohort study. In this clinical study 50 RA patients with inadequate response to conventional DMARDs were included and treated with etanercept. The primary efficacy endpoint was response according to the European League against Rheumatism (EULAR) improvement criteria. Serum samples collected prior to initiation and after six months of etanercept therapy were cleared of the most abundant major proteins by immunoaffinity chromatography. After separation by two-dimensional differential gel electrophoresis (2D-DIGE) and identification by mass spectrometry (MS) data were validated by Western blot analysis. After six months of etanercept treatment 62% (n = 31) of RA patients achieved response. Haptoglobin-α1 (Hp-α1) and -α2 (Hp-α2) and vitamin D-binding protein (VDBP) were found to be significantly upregulated in responder sera (P ≤0.02) at study entry. In contrast, apolipoprotein C-III (ApoC-III) showed significantly higher levels in non-responders (P = 0.0162). At study end ApoA-II, Hp-α1, Hp-α2 and VDBP were identified to be expressed at significantly higher levels (P <0.05) in responder sera. By application of clinical proteomics in immunodepleted sera we could identify and validate for the first time Hp-α1, -α2, VDBP and ApoC-III as potential biomarkers for prediction of etanercept drug response in RA.