OBJECTIVE: To predict response to anti-tumor necrosis factor (anti-TNF) prior to treatment in patients with rheumatoid arthritis (RA), and to comprehensively understand the mechanism of how different RA patients respond differently to anti-TNF treatment. METHODS: Gene expression and/or DNA methylation profiling on peripheral blood mononuclear cells (PBMCs), monocytes, and CD4+ T cells obtained from 80 RA patients before they began either adalimumab (ADA) or etanercept (ETN) therapy was studied. After 6 months, treatment response was evaluated according to the European League Against Rheumatism criteria for disease response. Differential expression and methylation analyses were performed to identify the response-associated transcription and epigenetic signatures. Using these signatures, machine learning models were built by random forest algorithm to predict response prior to anti-TNF treatment, and were further validated by a follow-up study. RESULTS: Transcription signatures in ADA and ETN responders were divergent in PBMCs, and this phenomenon was reproduced in monocytes and CD4+ T cells. The genes up-regulated in CD4+ T cells from ADA responders were enriched in the TNF signaling pathway, while very few pathways were differential in monocytes. Differentially methylated positions (DMPs) were strongly hypermethylated in responders to ETN but not to ADA. The machine learning models for the prediction of response to ADA and ETN using differential genes reached an overall accuracy of 85.9% and 79%, respectively. The models using DMPs reached an overall accuracy of 84.7% and 88% for ADA and ETN, respectively. A follow-up study validated the high performance of these models. CONCLUSION: Our findings indicate that machine learning models based on molecular signatures accurately predict response before ADA and ETN treatment, paving the path toward personalized anti-TNF treatment.