Providing evidence-based interventions for infants and children is important in paediatric intensive care, where decision making impacts most acutely on morbidity and mortality. However, despite the major progress of medicine in the 21st century, we still lack this evidence for majority of the decisions we make. In this article, we explore and suggest possible solutions for several dilemmas faced by paediatric intensive care researchers. These include ethical dilemmas such as validity of informed consent, use of deferred consent, balancing risk versus benefit and methodological dilemmas such as how to generate high-quality evidence with low-patient volume, choice of valid outcome measures and how best to use research and researchers' networks.