In rheumatoid arthritis, prediction of response to TNF-alpha inhibitor (TNFi) treatment would be of clinical value. This study aims to discover miRNAs that predict response and aims to replicate results of two previous studies addressing this topic. From the observational BiOCURA cohort, 40 adalimumab- (ADA) and 40 etanercept- (ETN) treated patients were selected to enter the discovery cohort and baseline serum profiling on 758 miRNAs was performed. The added value of univariately selected miRNAs (p < 0.05) over clinical parameters in prediction of response was determined by means of the area under the receiver operating characteristic curve (AUC-ROC). Validation was performed by TaqMan single qPCR assays in 40 new patients. Expression of miR-99a and miR-143 predicted response to ADA, and miR-23a and miR-197 predicted response to ETN. The addition of miRNAs increased the AUC-ROC of a model containing only clinical parameters for ADA (0.75 to 0.97) and ETN (0.68 to 0.78). In validation, none of the selected miRNAs significantly predicted response. miR-23a was the only overlapping miRNA compared to the two previous studies, however inversely related with response in one of these studies. The reasons for the inability to replicate previously proposed miRNAs predicting response to TNFi and replicate those from the discovery cohort were investigated and discussed. To date, no miRNA consistently predicting response to TNFi therapy in RA has been identified. Future studies on this topic should meet a minimum of standards in design that are addressed in this study, in order to increase the reproducibility.