Objective: To evaluate whether use of comedication with conventional synthetic disease-modifying antirheumatic drugs (csDMARDs) influences the retention of tumor necrosis factor inhibitors (TNFi) in patients with spondyloarthritis (SpA). Methods: Patients with SpA from the Rheumatic Diseases Portuguese Register who started treatment with their first TNFi between 2001 and 2014 were included in this study. Cox regression analysis was used to estimate the effect of comedication with csDMARDs on TNFi retention in 2 types of models: a model in which baseline (time-fixed) variables were included, and a second model incorporating time-varying variables, including sociodemographic features, measures of disease activity, measures of physical function, and cotreatment with other drugs (nonsteroidal antiinflammatory drugs and oral steroids). To control for possible confounding by indication, the effect of csDMARD comedication on TNFi retention was also tested after adjustment for the treatment propensity score. Results: In total, 954 patients were included in the study, of whom 289 (30.3%) discontinued treatment with their first TNFi after a median follow-up time of 2.5 years (range 0.08–13 years). Inefficacy was the most common reason for TNFi discontinuation (55.7% of patients). In the multivariable analyses, comedication with csDMARDs had no measurable effect on TNFi retention, neither in the baseline model (hazard ratio [HR] 0.83, 95% confidence interval [95% CI] 0.59–1.16) nor during follow-up in the model adjusted for time-varying covariates (HR 1.07, 95% CI 0.68–1.68). The effect of csDMARD comedication remained nonsignificant after propensity score adjustment. Conclusion: Comedication with csDMARDs does not prolong TNFi retention in patients with SpA in clinical practice, suggesting that there is no benefit conferred by the concomitant use of these drugs.