Provided are an article of manufacture, method, and system for using multiple sidefiles to buffer writes to primary storage volumes to transfer to corresponding secondary storage volumes in a mirror relationship. Information is provided on a mirror relationship for primary storage volumes and corresponding secondary storage volumes, wherein writes to the primary storage volumes are transferred to the secondary storage volumes according to the mirror relationship. A plurality of sidefiles are associated with the primary storage volumes in the mirror relationship. A write is received to one of the primary storage volumes in the mirror relationship. One of the sidefiles associated with the primary storage volume for which the write is received is selected and the write is buffered in the selected sidefile. Writes to the primary storage volumes buffered in the sidefiles are transferred to the corresponding secondary storage volumes.