The risk of herpes zoster in patients with psoriatic arthritis (PsA) is influenced by a number of factors, according to a retrospective cohort study of 3,128 patients. A total of 182 herpes zoster events were recorded in the database between 2002 and 2013. Grouping of patients with PsA according to treatment type revealed that the crude incidence rate (IR) of herpes zoster episodes was highest in those treated with anti-TNF agents in combination with conventional DMARDs (IR 17.86, 95% CI 10.91–27.58), compared with patients treated with no DMARDs (IR 7.36, 95% CI 5.41–9.79), conventional DMARDs alone (IR 9.21, 95% CI 7.5–11.21) or anti-TNF agents alone (IR 8.64, 95% CI 4.84–14.26). Combination therapy with DMARDs and anti-TNF agents was also associated with an increased risk of herpes zoster events in multivariate analysis (HR 2.37, 95% CI 1.32–4.22), as were age (HR 1.01, 95% CI 1.00–1.02) and treatment with steroids (HR 1.08, 95% CI 1.04–1.13).