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The use of biologic agents, particularly anti-tumor necrosis factor (TNF)-α, has revolutionized the treatment of inflammatory bowel diseases (IBD), modifying their natural history. Several data on the efficacy of these agents in inducing and maintaining clinical remission have been accumulated over the past two decades: their use avoid the need for steroids therapy, promote mucosal healing, reduce hospitalizations and surgeries and therefore dramatically improve the quality of life of IBD patients. However, primary non-response to these agents or loss of response over time mainly due to immunogenicity or treatment-related side-effects are a frequent concern in IBD patients. Thus, the identification of predicting factors of efficacy is crucial to allow clinicians to efficiently use these therapies, avoiding them when they are ineffective and eventually shifting towards alternative biological therapies with the end goal of optimizing the cost-effectiveness ratio. In this review, we aim to identify the predictive factors of short- and long-term benefits of anti-TNF-α therapy in IBD patients. In particular, multiple patient-, disease- and treatment-related factors have been evaluated.