Summary Therapies such as corticosteroids, thrombopoietin receptor agonists and immunomodulators have been consistently under the spotlight in the search for a better treatment for immune thrombocytopenia (ITP). However, none of them has been widely embraced as a new standard. In this pilot study, we investigated feasibility, safety and preliminary efficacy of romiplostim, low‐dose rituximab and high‐dose dexamethasone for newly diagnosed ITP. We conducted a single‐centre single‐arm pilot. One‐month treatment adherence was 100%. The 1‐month overall response rate was 92.3%. Complete response occurred in 11 (84.6%) patients. Median duration of response was 4.13 monts (range 0.2–25). No serious adverse events presented.