Rheumatoid arthritis (RA) is associated with significant systemic and local bone loss. The aim of this study was to assess whether or not 15-month tumor necrosis factor α inhibitor (TNFαI) therapy in combination with methotrexate (MTX) affects circulating levels of sclerostin (SOST) in female RA patients. Plasma levels of SOST were measured using immunoassays kits. Baseline SOST levels showed no significant differences between RA patients and control participants. Postmenopausal women with RA tended to have higher sclerostin levels than premenopausal woman with RA. After 15 months of treatment with TNFαI, plasma levels of SOST were decreased. Before starting biological therapy, circulating levels of SOST significantly correlated with the patient's age (p < 0.05) and the marker of inflammation, such as ESR (p < 0.05). Multivariate regression analysis showed that age was the only significant predictor for baseline SOST levels in women with RA (β = 0.008, p = 0.028, R2 model = 0.293). Moreover, a positive correlation between SOST levels and the 28 joint disease activity score value based on the erythrocyte sedimentation rate (DAS28-ESR) was found at baseline (p < 0.05), as well as after 15 months of biological therapy (p < 0.05). Thus, plasma SOST levels may be helpful for monitoring the efficacy of TNFαI treatment in RA patients. According to our results, TNFαI, in combination with MTX, has a beneficial effect on bone turnover with a significant reduction in bone metabolism marker SOST.