After looking at some case studies, we will remind in this paper how observational studies regarding drug exposure or delivery are prone to various biases and structural limitations. These biases lead us to be extremely cautious regarding the implementation of results from such studies in clinical practice, and to question the reliability of such studies to determine the position of a given treatment into the therapeutic strategy. We will conclude on the respective place of randomized controlled trials (RCTs) and observational approaches, which are obviously complementary, but not interchangeable.