Objective To evaluate long-term effectiveness of tumour necrosis factor inhibitor (TNFi) after a first switch, and their associated factors in an early axial spondyloarthritis (axSpA) population, considering time-varying prescription bias. Methods Observational prospective cohort (DEvenir des Spondylarthropathies Indifférenciées Récentes) with 5 years of follow-up, including 708 TNFi-naïve patients with early axSpA. Long-term effectiveness of TNFi after a first switch (ASAS40 response after at least 2 visits under treatment) were estimated using marginal structural models (implementing inverse-probability weighting and iterative propensity scores). Factors associated with the outcome were explored by multivariate Cox regression models. Results The hazard to present an ASAS40 response after a first TNFi switch was increased (HR=2.4 (95% CI 1.9 to 3.0)); this response ratio was slightly lower compared with the response in TNFi naïve patients after a first TNFi (HR=3.3 (95% CI 2.9 to 3.8)). HLA-B27 positive was the only factor independently associated with ASAS40 response after a first TNFi switch. Conclusion After application of innovative methods to overcome time-varying prescription bias, the magnitude of the TNFi response after a first switch was found to be numerically lower but clinically relevant from the response in TNFi-naïve patients.