ANCA-associated vasculitides (AAV) are small vessel systemic vasculitis syndromes associated with the potential for high morbidity and mortality. This group includes granulomatosis with polyangiitis (Wegener´s, GPA), microscopic polyangiitis (MPA), and eosinophilic granulomatosis with polyangiitis (Churg-Strauss, EGPA). The standard treatment consists of a combination of glucocorticoids and potent immunosuppressant drugs. These have broad mechanisms of action as well as important adverse effects. Efforts have been made to investigate novel agents with better-defined and narrower mechanisms of action, such as biologics, including TNF-α blockers. Etanercept, a well-known TNF-α blocker evaluated for GPA in the Wegener's Granulomatosis Etanercept Trial (WGET), was associated with an increase in the development of solid malignancies in comparison to placebo during that trial period. A 5-year follow-up after the WGET trial showed a sustained increase in incidence of solid malignancies, but this could no longer be solely attributed to etanercept exposure. These studies raised concerns about the use of the family of TNF-α blockers in AAV. Here, we review the evidence about the association between therapeutic inhibition of tumor necrosis factor (TNF-α) by etanercept and other TNF-α blockers with the development of solid malignancies in GPA and other AAV.