Tumor Necrosis Factor (TNF)-α and Interleukin (IL)-6 play a fundamental role in bone loss in rheumatoid arthritis (RA), partly due to the inhibition of the Wnt canonical pathway. The aim of our study was to investigate the short-term effects of three different treatments on Wnt inhibitors (Dkk-1 and sclerostin) and on bone turnover markers (BTMs):​ N-propeptide of type I collagen (PINP) and C-terminal telopeptide of type I collagen (β-CTX-I). We performed a retrospective analysis of prospectively collected data. We enrolled women affected by early RA (< 12 months) with active disease (DAS28 ≥ 2.6) despite a 6-month treatment with methotrexate (10–15 mg/week), who then started certolizumab pegol, tocilizumab, or methyl-prednisolone (8 mg/daily). Patients were divided into three groups according to the treatment. Blood samples were collected at baseline, week 1, and week 4. We selected 14 patients treated with certolizumab pegol, 14 patients with tocilizumab, and 20 patients with methyl-prednisolone. No difference between any of the tested parameters was found at baseline. β-CTX-I, Dkk-1, and sclerostin decreased after 1 week of treatment with certolizumab pegol (− 27% ± 21.5, − 50% ± 13.2, and − 30% ± 30.4, respectively, p < 0.05). Methyl-prednisolone induced similar changes, albeit less marked, on β-CTX-I and Wnt inhibitors, with a decrease in PINP (− 16.1% ± 16.5, p < 0.05). Tocilizumab did not significantly affect BTMs or Wnt inhibitors. No significant changes were found for PTH and 25OHD. In the first four weeks of treatment, TNFα inhibition showed strong effects on BTMs and Wnt inhibitors, differently from IL-6 blockade. Glucocorticoids induced similar changes;​ nonetheless, they showed undesired effects on bone formation.