This review will discuss the limitations of data collected by RCTs in relation to their applicability to daily life clinical management. It will then argue that these limitations are only partially overcome by modifications of RCT design and conduction (e.g. 'pragmatic trials') while being substantially attenuated by real-life-derived research, which can fill many gaps left by trial-collected evidence and have thus an important complementary value. The focus will be on the real-life research approach based on the retrospective analysis of the now widely available healthcare utilization databases (formerly known as administrative databases), which will be discussed in detail for their multiple advantages as well as challenges. Emphasis will be given to the potential of these databases to provide low-cost information over long periods on many different healthcare issues, drug therapies in particular, from the general population to clinically important subgroups, including (i) prognostic aspects of treatments implemented at the medical practice level via hospitalization and fatality data and (ii) medical practice-related phenomena such as low treatment adherence and therapeutic inertia (unsatisfactorily evaluated by RCTs). It will also be mentioned that thanks to the current availability of these data in electronic format, results can be obtained quickly, helping timely decisions under emergencies. The potential shortcomings of this approach (confounding by indication, misclassification, and selection bias) will also be discussed along with their possible minimization by suitable analytic means. Finally, examples of the contributions of studies on hypertension and other cardiovascular risk factors will be offered based on retrospective healthcare utilization databases that have provided information on real-life cardiovascular treatments unavailable via RCTs.