OBJECTIVE: To determine whether tumour necrosis factor inhibitor (TNFi) use is associated with an increased rate of incident malignancy compared with no TNFi use in the treatment of juvenile idiopathic arthritis (JIA), paediatric inflammatory bowel disease (pIBD) and paediatric plaque psoriasis (pPsO). METHODS: We performed a retrospective cohort study of administrative claims data from the USA from 2000 to 2014. Exposure to TNFi was considered permanent from the first observed exposure onward. The malignancy outcome was defined by diagnosis codes with evidence of cancer treatment. We calculated standardised incidence ratios (SIRs) comparing the observed number of malignancies to the expected numbers according to cancer surveillance data. We used multivariable Cox proportional hazards models to estimate adjusted HRs (aHRs) for incident malignancy. RESULTS: We identified 15 598 children with TNFi use and 73 839 children with no TNFi use (30 703 and 121 801 person-years of follow-up, respectively). We identified 15 malignancies among children with TNFi use (SIR 2.9 (1.6 to 4.9)) and 42 malignancies among children without TNFi use (SIR 2.1 (1.5 to 2.9)). The aHR was 1.58 (0.88 to 2.85) for TNFi use versus no TNFi use. In pIBD, TNFi use with thiopurine use was associated with a higher SIR (6.0 (1.2 to 17.5)) compared with TNFi use without thiopurine use (2.5 (0.7 to 6.4)). CONCLUSION: Children diagnosed with JIA, pIBD and pPsO had an increased rate of malignancy compared with the general population, but treatment with TNFi did not appear to significantly further increase the risk compared with no TNFi use. More data are needed about the long-term risks of TNFi use.