Bortezomib is an anti-neoplastic drug acting against multiple myeloma but its use is associated with the onset of painful peripheral neuropathy. Tumor necrosis factor-α (TNFα) is associated with the development of neuropathic pain; several models have shown that the inactivation of TNFα leads to a reduction in pain stimuli perception. The aim of the present study was to analyze if the administration of an antibody against TNFα is able to prevent the development of bortezomib-induced neuropathic pain. Nerve conduction velocity was measured and a histopathological examination was performed to assess the extent of peripheral neuropathy. To study the onset of painful neuropathy, the response to mechanical or thermal stimuli was evaluated. This study demonstrated that co-administration of an antibody against TNFα is able to prevent allodynia induced by bortezomib but does not reduce neuropathy. Targeting TNFα might be useful in limiting patients' discomfort during bortezomib therapy.