The objective of this study is to support those undertaking a multi-criteria decision analysis (MCDA) by reviewing the approaches adopted in healthcare MCDAs to date, how these varied with the objective of the study, and the lessons learned from this experience. Searches of EMBASE and MEDLINE identified 40 studies that provided 41 examples of MCDA in healthcare. Data were extracted on the objective of the study, methods employed, and decision makers' and study authors' reflections on the advantages and disadvantages of the methods. The recent interest in MCDA in healthcare is mirrored in an increase in the application of MCDA to evaluate healthcare interventions. Of the studies identified, the first was published in 1990, but more than half were published since 2011. They were undertaken in 18 different countries, and were designed to support investment (coverage and reimbursement), authorization, prescription, and research funding allocation decisions. Many intervention types were assessed: pharmaceuticals, public health interventions, screening, surgical interventions, and devices. Most used the value measurement approach and scored performance using predefined scales. Beyond these similarities, a diversity of different approaches were adopted, with only limited correspondence between the approach and the type of decision or product. Decision makers consulted as part of these studies, as well as the authors of the studies are positive about the potential of MCDA to improve decision making. Further work is required, however, to develop guidance for those undertaking MCDA.