Despite over US $200 million having been spent researching illnesses following the 1990-91 Persian Gulf War, the nature and cause of such illnesses remains controversial. In this narrative review, we discuss some of the methodological issues that have affected epidemiological studies on this topic. These include low-response rates, ascertainment bias, recall bias, problems identifying suitable control groups, and problems defining the outcomes to study. From this we argue that difficulties have arisen partly owing to the significant delay between the point at which illnesses were first identified by veterans and the reporting of epidemiological studies and that health surveillance should be routine following future deployments.