Purpose: To compare mortality among patients with selected autoimmune diseases treated with anti-tumor necrosis factor alpha (TNF-α) agents with similar patients treated with non-biologic therapies. Methods: Cohort study set within several large health care programs, 1998-2007. Autoimmune disease patients were identified using diagnoses from computerized healthcare data. Use of anti-TNF-α agents and comparison of non-biologic therapies were identified from pharmacy data, and mortality was identified from vital records and other sources. We compared new users of anti-TNF-α agents to new users of non-biologic therapies using propensity scores and Cox proportional hazards analysis to adjust for baseline differences. We also made head-to-head comparisons among anti-TNF-α agents. Results: Among the 46424 persons included in the analysis, 2924 (6.3%) had died by the end of follow-up, including 1754 (6.1%) of the 28941 with a dispensing of anti-TNF-α agent and 1170 (6.7%) of the 17483 who used non-biologic treatment alone. Compared to use of non-biologic therapies, use of anti-TNF-α therapy was not associated with an increased mortality in patients with rheumatoid arthritis (adjusted hazard ratio [aHR] 0.93 with 95% confidence intervals (CI) 0.85-1.03); psoriasis, psoriatic arthritis, or ankylosing spondylitis (combined aHR 0.81 with CI 0.61-1.06; or inflammatory bowel disease (aHR 1.12 with CI 0.85-1.46). Mortality rates did not differ to an important degree between patients treated with etanercept, adalimumab, or infliximab. Conclusion: Anti-TNF-α therapy was not associated with increased mortality among patients with autoimmune diseases. © 2012 John Wiley & Sons, Ltd.