Background: Anti-tumor necrosis factor-α (TNF-α) agents have been hypothesized to increase the risk of interstitial lung disease (ILD), including its most severe manifestation, pulmonary fibrosis. Methods: We conducted a cohort study among autoimmune disease patients who were members of Kaiser Permanente Northern California, 1998-2007. We obtained therapies from pharmacy data and diagnoses of ILD from review of X-ray and computed tomography reports. We compared new users of anti-TNF-α agents to new users of non-biologic therapies using Cox proportional hazards analysis to adjust for baseline propensity scores and time-varying use of glucocorticoids. We also made head-to-head comparisons between anti-TNF-α agents. Results: Among the 8417 persons included in the analysis, 38 (0.4%) received a diagnostic code for ILD by the end of follow-up, including 23 of 4200 (0.5%) who used anti-TNF-α during study follow-up, and 15 of 5423 (0.3%) who used only non-biologic therapies. The age-standardized and gender-standardized incidence rate of ILD, per 100 person-years, was 0.21 [95% confidence interval (CI) 0-0.43] for rheumatoid arthritis and appreciably lower for other autoimmune diseases. Compared with the use of non-biologic therapies, use of anti-TNF-α therapy was not associated with a diagnosis of ILD among patients with rheumatoid arthritis (adjusted hazard ratio, 1.03; 95%CI 0.51-2.07), nor did head-to-head comparisons across anti-TNF-α agents suggest important differences in risk, although the number of cases available for analysis was limited. Conclusion: The study provides evidence that compared with non-biologic therapies, anti-TNF-α therapy does not increase the occurrence of ILD among patients with autoimmune diseases and informs research design of future safety studies of ILD. © 2013 John Wiley & Sons, Ltd.