Background: The increase of healthcare digitalization comes along with potential information security risks. Thus, the EU H2020 KONFIDO project aimed to provide a toolkit supporting secure cross-border health data exchange. Methods: KONFIDO focused on the so-called “User Goals”, while also identifying barriers and facilitators regarding eHealth acceptance. Key user scenarios were elaborated both in terms of threat analysis and legal challenges. Moreover, KONFIDO developed a toolkit aiming to enhance the security of OpenNCP, the reference implementation framework. Results: The main project outcomes are highlighted and the “Lessons Learned,” the technical challenges and the EU context are detailed. Conclusions: The main “Lessons Learned” are summarized and a set of recommendations is provided, presenting the position of the KONFIDO consortium toward a robust EU-wide health data exchange infrastructure. To this end, the lack of infrastructure and technical capacity is highlighted, legal and policy challenges are identified and the need to focus on usability and semantic interoperability is emphasized. Regarding technical issues, an emphasis on transparent and standards-based development processes is recommended, especially for landmark software projects. Finally, promoting mentality change and knowledge dissemination is also identified as key step toward the development of secure cross-border health data exchange services.