Background: Pernicious anaemia (PA) and rheumatoid arthritis (RA) often co-occur and are commonly reported in clinical observational studies, but whether there is a causal relationship between the two diseases remains uncertain. Objective: The purpose of our study was to investigate the relationship between Pernicious anaemia and rheumatoid arthritis using Mendelian randomization (MR). Materials and methods: Single-nucleotide polymorphisms (SNPs) associated with diseases of PA and RA were selected as instrumental variables (IVs) at a genome-wide significance level (P < 5.0 × 10−8). Summary-level data of PA and RA were collected from large-scale genome-wide association studies, with a sample size of 397,378 and 490,025, respectively. MR analyses were performed using the random-effects inverse variance weighted (IVW) method, and sensitivity analyses were further operated to test the robustness. Results: Our study discovered a potentially causal effect between PA and RA. The presence of PA may increase the risk of RA by 78% by the IVW method [odds ratios (OR) = 1.78; 95% confidence interval (CI): 1.17–2.70; P = 0.007]. However, we found that RA was not causally associated with PA (IVW: OR = 1.25, 95% CI: 0.94–1.64, P = 0.120). Sensitivity analyses using other methods showed similar associations, and no evidence of pleiotropy was found by MR-Egger regression (P = 0.825, P = 0.774, respectively) in the bidirectional MR study. Conclusion: We found a potentially causal relationship between PA and RA in European population. Novel and satisfactory medicine for PA may be suitable to RA, and this potential warrants further investigation.