Ankylosing spondylitis is a chronic, progressive disease, and its treatment is relevant to the gut microbiota. Anti‐tumor necrosis factor‐alpha (anti‐TNF‐α) therapy alters the gut microbiota in many diseases, including inflammatory bowel disease. However, little is known about the effect of TNF‐α blocker treatment on the gut microbiota in ankylosing spondylitis. Herein, the effect of a TNF‐α blocker on the gut microbiota in proteoglycan‐induced arthritis was investigated. Proteoglycan‐induced mice were treated with an rhTNFR:Fc solution of etanercept (5 µg/g) for 4 weeks. rhTNFR:Fc treatment attenuated the arthritis incidence and severity of arthritis in the proteoglycan‐induced mice and decreased inflammation in the ankle joints and ameliorated ileal tissue destruction. Moreover, high gut permeability occurred, and zonula occludens‐1 and occludin protein levels were reduced in proteoglycan‐induced mice. These levels were significantly restored by the administration of rhTNFR:Fc. The serum TNF‐α and IL‐17 levels were also decreased. In addition, flora analysis via 16S rDNA high‐throughput sequencing revealed that rhTNFR:Fc treatment restored the gut microbiota composition to a composition similar to that in control mice. In conclusion, anti‐TNF‐α therapy attenuated proteoglycan‐induced arthritis progression and modulated the gut microbiota and intestinal barrier function. These results provide new insights for anti‐TNF‐α therapy strategies via regulating the gut microbiota in ankylosing spondylitis.