Clinical trials and economic models have showed that anti-TNF agents are effective and cost effective compared with standard therapies (mainly disease-modifying antirheumatic drugs) in patients with rheumatoid arthritis. However, no head-to-head clinical trials between these agents are available and the relative effectiveness and cost-effectiveness is uncertain. We have conducted a literature review in order to identify full economic evaluations that compared two or more TNF antagonists. A description of each study was given and key methodological issues identified. These included methods for evidence synthesis, model characteristics and methods to address uncertainty in model parameters. Important differences in methodological features and results have been found between studies. More attention in future studies should be given to methods for indirect comparisons between the biological agents.