Immunogenicity of biopharmaceutical products in multiple sclerosis is a frequent side effect which has a multifactorial etiology. Here we study associations between anti-drug antibody (ADA) occurrence and demographic and clinical factors. Retrospective data from routine ADA test laboratories in Sweden, Denmark, Austria and Germany (Dusseldorf group) and from one research study in Germany (Munich group) were gathered to build a collaborative multi-cohort dataset within the framework of the ABIRISK project. A subset of 5638 interferon-beta (IFNβ)-treated and 3440 natalizumab-treated patients having data on at least the first two years of treatment were eligible for interval-censored time-to-event analysis. In multivariate Cox regression, IFNβ-1a subcutaneous and IFNβ-1b subcutaneous treated patients were at higher risk of ADA occurrence compared to IFNβ-1a intramuscular-treated patients (pooled HR = 6.4, 95% CI 4.9–8.4 and pooled HR = 8.7, 95% CI 6.6–11.4 respectively). Patients older than 50 years at start of IFNβ therapy developed ADA more frequently than adult patients younger than 30 (pooled HR = 1.8, 95% CI 1.4–2.3). Men developed ADA more frequently than women (pooled HR = 1.3, 95% CI 1.1–1.6). Interestingly we observed that in Sweden and Germany, patients who started IFNβ in April were at higher risk of developing ADA (HR = 1.6, 95% CI 1.1–2.4 and HR = 2.4, 95% CI 1.5–3.9 respectively). This result is not confirmed in the other cohorts and warrants further investigations. Concerning natalizumab, patients older than 45 years had a higher ADA rate (pooled HR = 1.4, 95% CI 1.0–1.8) and women developed ADA more frequently than men (pooled HR = 1.4, 95% CI 1.0–2.0). We confirmed previously reported differences in immunogenicity of the different types of IFNβ. Differences in ADA occurrence by sex and age are reported here for the first time. These findings should be further investigated taking into account other exposures and biomarkers.