The main objective of this study was to describe real-world treatment persistence with subcutaneous tumor necrosis factor-alpha inhibitors (SC-TNFi) in patients with ankylosing spondylitis, psoriatic arthritis, or rheumatoid arthritis [collectively immune-mediated rheumatic disease, (IMRD)] in Sweden. A secondary objective was to describe potential effects on health care resource utilization (HCRU) cost from non-persistence. Patients were identified through filled prescriptions for adalimumab (ADA), etanercept (ETA), certolizumab pegol (CZP), and golimumab (GLM) between 5/6/2010 and 12/31/2012 from the Swedish Prescribed Drug Register. Persistence was estimated using survival analysis. Costs were derived from HCRU and comprised specialized outpatient care, inpatient care and non-disease-modifying antirheumatic drug medications. A total of 4903 patients were identified (ADA: 1823, ETA: 1704, CZP: 622, GLM: 754). Comparisons over 3 years showed that GLM had significantly higher persistence than ADA (p = 0.022) and ETA (p = 0.004). The mean difference in non-biologic HCRU costs between persistent and non-persistent patients was higher after compared to before the start of biologic therapy. SC-TNFi-naïve IMRD patients initiating treatment with GLM had significantly higher persistence rates than patients initiating treatment with ADA or ETA in Sweden. Furthermore, persistence rates observed in the study were lower than those observed in clinical trials, highlighting the need for an all-party (provider-patient-payer-drug manufacturer) engagement and development of programs to increase persistence rates in clinical practice, thus leading to improved clinical outcomes. In addition, the results of this study indicate that persistence to treatment with SC-TNFi may be associated with cost offsets in terms of non-biologic costs.