The advent of anti-TNF agents as the first approved targeted therapy in the treatment of inflammatory bowel disease (IBD) patients has made a major impact on our existing therapeutic algorithms. They have not only been approved for induction and maintenance treatment in IBD patients, but have also enabled us to define and achieve novel therapeutic outcomes, such as combination of clinical symptom control and endoscopic remission, as well as mucosal healing. Nevertheless, approximately one third of treated patients do not respond to initiated anti-TNF therapy and these treatments are associated with sometimes severe systemic side-effects. There is therefore the currently unmet clinical need do establish predictive markers of response to identify the subgroup of IBD patients, that have a heightened probability of response. There have so far been approaches from different fields of IBD research, to descry markers that would empower us to apply TNF-inhibitors in a more rational manner. These markers encompass findings from disease-related and clinical factors, pharmacokinetics, biochemical markers, blood and stool derived parameters, pharmacogenomics, microbial species, metabolic compounds, and mucosal factors. Furthermore, changes in the intestinal immune cell composition in response to therapeutic pressure of anti-TNF treatment have recently been implicated in the process of molecular resistance to these drugs. Insights into factors that determine resistance to anti-TNF therapy give reasonable hope, that a more targeted approach can then be utilized in these non-responders. Here, IL-23 could be identified as one of the key factors determining resistance to TNF-inhibitors. Growing insights into the molecular mechanism of action of TNF-inhibitors might also enable us to derive critical molecular markers that not only mediate the clinical effects of anti-TNF therapy, but which level of expression might also correlate with its therapeutic efficacy. In this narrative review, we present an overview of currently identified possible predictive markers for successful anti-TNF therapy and discuss identified molecular pathways that drive resistance to these substances. We will also point out the necessity and difficulty of developing and validating a diagnostic marker concerning clinically relevant outcome parameters, before they can finally enter daily clinical practice and enable a more personalized therapeutic approach.