Double-blinded randomized controlled trials (RCTs) have contributed much important evidence to guide treatment decisions in neurology. RCTs are relatively straightforward to conduct, provided that they investigate common diseases, have clearly defined outcome measures, and are of short duration. In neurology, however, many diseases are uncommon, have no consensus outcome measures, and develop over decades. Basic research into neurological diseases continues to identify candidate therapies faster than they can be tested for their clinical utility, leading to a 'translational gap'. Futility trials were initially developed in oncology to efficiently test candidate therapies in phase II trials. As single-arm unblinded studies, futility trials are relatively easy to conduct, and they generally require smaller sample sizes than RCTs. In this article, we discuss futility models, highlighting their advantages as well as challenges to their application in several neurological diseases, including Parkinson disease, stroke and multiple sclerosis.