We did a systematic review and meta-analysis on the efficacy and safety of the anti-TNF drugs adalimumab, etanercept, golimumab and infliximab used in psoriatic arthritis (PsA) adult treatment. Additionally, we present results of anti-TNF use in real life settings. We searched Embase, Medline, Cochrane Central and LILACS, from inception to 11/08/2013, for studies comparing anti-TNFs with each other or with controls. We included nine randomized controlled trials and six observational studies. ACR20, ACR50, PsARC and PASI75 responses were achieved by more users of anti-TNF than control after up to 24 weeks of treatment. More participants who used etanercept and infliximab achieved ACR70. After all patients originally randomized to anti-TNF or placebo had used anti-TNF for at least 24 weeks, we observed difference only with regard to ACR70 response. Radiographic end points were achieved by more patients in anti-TNF group, and they seem to be time dependent—the longer patients use the drug the better the results. Etanercept and infliximab had worse results on application site reactions, but in general anti-TNF drugs in the regimens studied were as safe as control/placebo. There seems to be no difference in efficacy and effectiveness among anti-TNFs, but superiority head-to-head studies are still needed. Meanwhile, other factors should be taken into account in the choice of medication, such as costs and patient convenience.