The core idea of comparative effectiveness research (CER) refers to "study in the real-world" which can be considered as the extension of evidence-based medicine. So far CER has arouse wide concern. CER includes many intervention trials and observational studies, including systematic reviews/meta-analyses, effectiveness randomized controlled trials, and registry trials. Database is an important platform for CER. CER has better feasibility and can provide useful evidence for "real-world" decision-making. However, it also has limitations such as difficult control of confounding factors. It still needs to be further studied due to its immature methodological base. CER has been already applied in some neurological fields, with internationally-recommended research priorities for CER in neurology.