Tumor necrosis factor-α (TNF-α) antagonists, the first biologics approved for treating patients with inflammatory bowel disease (IBD), are effective for the induction and maintenance of remission and significantly improving prognosis. However, up to one-third of treated patients show primary nonresponse (PNR) to anti-TNF-α therapies, and 23%-50% of IBD patients experience loss of response (LOR) to these biologics during subsequent treatment. There is still no recognized predictor for evaluating the efficacy of anti-TNF drugs. This review summarizes the existing predictors of PNR and LOR to anti-TNF in IBD patients. Most predictors remain controversial, and only previous surgical history, disease manifestations, drug concentrations, antidrug antibodies, serum albumin, some biologic markers, and some genetic markers may be potentially predictive. In addition, we also discuss the next steps of treatment for patients with PNR or LOR to TNF antagonists. Therapeutic drug monitoring plays an important role in treatment selection. Dose escalation, combination therapy, switching to a different anti-TNF drug, or switching to a biologic with a different mechanism of action can be selected based on the concentration of the drug and/or antidrug antibodies.