Administrative health data is recognized for its value for conducting population-based research that has contributed to numerous improvements in health. In Canada, each province and territory is responsible for administering its own publicly funded health care program, which has resulted in multiple sets of administrative health data. Challenges to using these data within each of these jurisdictions have been identified, which are further amplified when the research involves more than one jurisdiction. The benefits to conducting multi-jurisdictional studies has been recognized by the Canadian Institutes of Health Research (CIHR), which issued a call in 2017 for proposals that address the challenges. The grant led to the creation of Health Data Research Network Canada (HDRN), with a vision is to establish a distributed network that facilitates and accelerates multi-jurisdictional research in Canada. HDRN received funding for seven years that will be used to support the objectives and activities of an initiative called the Strategy for Patient-Oriented Research Canadian Data Platform (SPOR-CDP). In this paper, we describe the challenges that researchers face while using, or considering using, administrative health data to conduct multi-jurisdictional research and the various ways that the SPOR-CDP will attempt to address them. Our objective is to assist other groups facing similar challenges associated with undertaking multi-jurisdictional research.