Comparative effectiveness research (CER) has received considerable research attention in recent months, and efforts to promote CER are part of the newly enacted Patient Protection and Affordable Care Act. In this article we define CER and how it complements traditional efficacy research in asthma and discuss how CER can help provide the basis for rational decision making about the care of individual patients with asthma and how best to deliver this care in real-world settings. We present information about the challenges and opportunities to conduct CER, including enhanced patient registries for observational CER and effectiveness trials (also called pragmatic trials). We discuss the urgent need to define the appropriate methodologies for CER and to develop and prioritize a research agenda for CER studies in asthmatic subjects with the help of a diverse group of stakeholders.