A variety of exposures have been investigated in Gulf War veterans' health studies. These have most commonly been by self-report in a postal questionnaire but modelling and bio-monitoring have also been employed. Exposure assessment is difficult to do well in studies of any workplace environment. It is made more difficult in Gulf War studies where there are a number and variety of possible exposures, no agreed metrics for individual exposures and few contemporary records associating the exposure with an individual. In some studies, the exposure assessment was carried out some years after the war and in the context of media interest. Several studies have examined different ways to test the accuracy of exposure reporting in Gulf War cohorts. There is some evidence from Gulf War studies that self-reported exposures were subject to recall bias but it is difficult to assess the extent. Occupational exposure-assessment methodology can provide insights into the exposure-assessment process and how to do it well. This is discussed in the context of the Gulf War studies. Alternative exposure-assessment methodologies are presented, although these may not be suitable for widespread use in veteran studies. Due to the poor quality of and accessibility of objective military exposure records, self-assessed exposure questionnaires are likely to remain the main instrument for assessing the exposure for a large number of veterans. If this is to be the case, then validation methods with more objective methods need to be included in future study designs.