The objectives of our study were to assess retention rate, safety, and predictive factors for retention of subcutaneous (SC) TNF inhibitors (TNFi) (adalimumab (ADA), etanercept (ETN), golimumab (GOL), and certolizumab pegol (CZP)) in axial spondyloarthritis (axSpA) depending on the line of treatment in real-life conditions. A multicentre retrospective observational study was conducted including 552 patients fulfilling the ASAS criteria for axSpA followed in the RIC-France register who began SC-TNFi between 01/01/13 and 08/31/2018 for a total of 824 prescriptions. Taking all lines of treatment into account, GOL had a significantly higher retention rate compared with ADA, ETN, and CZP with a mean retention length of 59 months. As first-line bDMARDs, GOL had a significantly higher retention rate compared with ADA and ETN. ETN had the best retention rate when prescribed as at least 3rd bDMARD. Taking all lines of treatment into account, female sex, peripheral disease, BASDAI at initiation, and line of treatment were predictive factors for treatment cessation. Primary inefficiency was the most frequent reason for treatment cessation. In conclusion, GOL showed the highest retention rate in axSpA. Male sex, absence of peripheral disease, and early line of prescription were associated with better SC-TNFi retention in axSpA.