A participatory approach to priority setting in programme evaluation may help improve the allocation and more efficient use of scarce resources especially in low-income countries. Research agendas that are the result of collaboration between researchers, programme managers, policy makers and other stakeholders have the potential to ensure rigorous studies are conducted on matters of local priority, based on local, expert knowledge. This paper describes a process involving key stakeholders to elicit and prioritise evaluation needs for safe motherhood in three developing countries. A series of reiterative consultations with safe motherhood stakeholders from each country was conducted over a period of 36 months. In each country, the consultation process consisted of a series of participatory workshops; firstly, stakeholder's views on evaluation were elicited with parallel descriptive work on the contexts. Secondly, priorities for evaluation were identified from stakeholders; thirdly, the evaluation-priorities were refined; and finally, the evaluation research questions, reflecting the identified priorities, were agreed and finalised. Three evaluation-questions were identified in each country, and one selected, on which a full scale evaluation was undertaken. While there is a great deal written about the importance of transparent and participatory priority setting in evaluation; few examples of how such processes could be implemented exist, particularly for maternal health programmes. Our experience demonstrates that the investment in a participatory priority-setting effort is high but the process undertaken resulted in both globally and contextually-relevant priorities for evaluation. This experience provides useful lessons for public health practitioners committed to bridging the research-policy interface.