A well-designed and executed prospective cohort study can provide high-quality evidence in the evaluation of the effectiveness of surgical interventions. In designing a cohort study to evaluate orthopaedic interventions, it is important to recognize the limitations of the design as well as the methodological features that can be incorporated to strengthen the validity of the conclusions. In this article, we discuss the importance of the appropriate selection of participants for a control group, the management of confounders, the selection of outcomes with established measurement properties (reliability, validity, and sensitivity to change), the blinded assessment of outcomes, and the impact of nonparticipants and patients lost to follow-up.