Objective To test the impact of inflammation on structural changes occurring in the sacroiliac (SI) joints and the spine detected on magnetic resonance imaging (MRI). Methods Patients with early axial spondyloarthritis (SpA) from the Devenir des Spondylarthropathies Indifferérenciées Récentes (DESIR) cohort were included. MRIs of the SI joints (MRI‐SI joints) and spine (MRI‐spine), obtained at baseline, 2 years, and 5 years, were scored by 3 central readers. Inflammation and structural damage on MRI‐SI joints and MRI‐spine were defined by the agreement of ≥2 of 3 readers (binary outcomes) and by the average of 3 readers (continuous outcomes). The effect of inflammation (MRI‐SI joints/MRI‐spine) on damage (MRI‐SI joints/MRI‐spine, respectively) was evaluated in 2 models: 1) a baseline prediction model (the effect of baseline inflammation on damage assessed at 5 years); and 2) a longitudinal model (the effect of inflammation on structural damage assessed during a 5‐year period). Results A total of 202 patients were included. Both the presence of bone marrow edema on MRI‐SI joints and on MRI‐spine at baseline were predictive of 5‐year damage (≥3 fatty lesions) on MRI‐SI joints (odds ratio OR 4.2 95% confidence interval (95% CI) 2.4, 7.3) and MRI‐spine (OR 10.7 95% CI 2.4, 49.0), respectively, when adjusted for C‐reactive protein level. The association was also confirmed in longitudinal models (when adjusted for Ankylosing Spondylitis Disease Activity Score) both in the SI joints (OR 5.1 95% CI 2.7, 9.6) and spine (OR 15.6 95% CI 4.8, 50.3). Analysis of other structural outcomes (i.e., erosions) on MRI‐SI joints yielded similar results. In the spine, a significant association was found for fatty lesions but not for erosions and bone spurs, which occurred infrequently over time. Conclusion We found a predictive and longitudinal association between inflammation detected on MRI and several types of structural damage detected on MRI in patients with early axial SpA, which adds to the evidence for a causal relationship.