ABSTRACT Background Advanced therapies increase the risk of shingles in inflammatory bowel diseases (IBD). Aim To compare the risk of shingles with different advanced therapies in patients with IBD. Methods We identified patients with IBD who initiated treatment with tumour necrosis factor (TNF) antagonists, anti‐integrins, anti‐interleukins, Janus kinase (JAK) inhibitors, or sphingosine‐1 phosphate receptor (S1PR) modulators between 2016 and 2022 and had follow‐up for at least 1 year before and after treatment initiation. We estimated the incidence rate (IR per 100 person‐year [PY]) of shingles (overall and complicated) and compared the risk with different advanced therapies through multinomial propensity score‐based inverse probability of treatment weighting (IPTW), with propensity scores estimated through generalised boosted models, accounting for disease characteristics, healthcare utilisation, comorbidities and prior and concomitant medications. Weighted Cox proportional hazards models were used to estimate hazard ratios (HR) and 95% confidence intervals (CI) for multiple treatment comparisons. Results We included 21,675 patients followed over 27 months. IRs per 100 PY of shingles and complicated shingles were: TNF antagonists 1.0/0.3, anti‐integrin agents 1.4/0.4, anti‐interleukins 1.2/0.5, JAK inhibitors 3.3/0.9 and S1PR modulators 2.0/1.0. After adjusting for confounding variables, JAK inhibitors were associated with higher risks of shingles than TNF antagonists (HR 2.19; 1.28–3.75), anti‐integrins (HR 1.87; 1.12–3.14) and anti‐interleukins (HR 1.70; 0.98–2.96). Conclusions JAK inhibitors were associated with 1.7–2.2‐fold higher risk of shingles than other advanced therapies.