Purpose: To determine whether the response to the initial anti-vascular endothelial growth factor (anti-VEGF) injection to treat diabetic macular edema (DME) is significantly correlated with the response to the third consecutive monthly injection of the same anti-VEGF agent. Methods: Seventy eyes with DME that were treated with an anti-VEGF agent (16 eyes with 1.25-mg bevacizumab, 35 eyes with 0.5-mg ranibizumab, and 19 eyes with 2.0-mg aflibercept) were studied. They were treated with three consecutive monthly injections of one of the three anti-VEGF agents. The best-corrected visual acuity (BCVA) in the logarithm of the minimum angle of resolution (logMAR units) and the central macular thickness (CMT) were measured at the baseline, 1 week after the initial injection, and 1 month after the third consecutive monthly injection. The changes of both values from the baseline 1 week after the initial injection (day 7) and 1 month after the third monthly injection were determined. The significance of the correlations between the BCVA and the CMT was determined. Results: The mean BCVA improved significantly for all three agents (0.38 ± 0.22 logMAR units at the baseline to 0.27 ± 0.25 logMAR units) after the three monthly injections (p < 0.05, repeated ANOVA). For all cases, a moderate but significant correlation was found between the BCVA at day 7 and 1 month after the third injection (r = 0.58, p < 0.01; Spearman’s rank correlation). No significant correlation was found for bevacizumab (r = 0.09, p = 0.73), moderate correlation was found for ranibizumab (r = 0.42, p < 0.05), and a strong correlation was found for aflibercept (r = 0.83, p < 0.001) between the BCVA at day 7 and at 1 month after the third injection. The mean CMT improved significantly for all three agents (481.9 ± 96.3 μm at the baseline to 364.1 ± 116.0 μm after the three monthly injections, p < 0.05), and a moderate correlation was found for the three agents between CMT at day 7 to that at one month after the third anti-VEGF injection (r = 0.54, p < 0.01). A moderate correlation was found for all three agents between CMT at day 7 to that at one month after the third anti-VEGF injection (r = 0.68 for bevacizumab, r = 0.41 for ranibizumab and r = 0.53 for aflibercept, p < 0.05). Conclusions: The significant correlations between the results on day 7 to that one month after the third anti-VEGF treatment for DME indicates that the long-term effects of anti-VEGF therapy can be predicted by the short-term response. In addition, the results indicate that there may be differences in the effectiveness between the three anti-VEGF agents.