This Italian multicenter retrospective study compared the drug survival and efficacy of different anti-TNF agents in psoriasis (PsO) and psoriatic arthritis (PsA) patients. A database of PsO/PsA patients treated with adalimumab, etanercept, and infliximab from May 2013 to May 2014 was analyzed. PASI 75, 90, and 100 was calculated at each time point to evaluate efficacy. Drug survival rate and probability of maintaining PASI response were evaluated. The impact of dependent variables on probability of PASI 75 loss was evaluated by logistic regression. 1,235 patients were included, 577 with PsO and 658 with PsA. Highest survival rates were observed with adalimumab followed by etanercept and infliximab in PsO and PsA patients. The probability of maintaining PASI response was significantly higher for adalimumab followed by infliximab. For PsO patients, the odds of losing PASI 75 was higher in etanercept-treated patients (OR: 8.1; 95% CI: 4.2-15.6, p < .001) or infliximab (OR: 6.6; 95% CI: 2.6-16.3, p < .001) vs. adalimumab. Likewise, for PsA patients the odds of losing PASI 75 was higher in etanercept-treated patients (OR: 2.3; 95% CI: 1.4-3.8, p = .01) or infliximab (OR: 2.2; 95% CI: 1.1-4.1, p = .018) vs. adalimumab. Adalimumab could be the best therapeutic option over other anti-TNF agents for the treatment of PsO and PsA patients.