The methodology used in studies of rescue therapy is sometimes complex. This is because of the heterogeneity of objectives and options. Firstly, the definition of failure has multiple interpretations and subtle distinctions. Secondly, the aim of treatment in these patients has varied according to the available treatment options in each case and at each moment of time. Lastly, the methodology used to develop these studies of rescue therapy has varied over time in line with changes in their aims and options. Currently, a new change can be expected to adjust to the current situation, since the number of therapeutic options for rescue therapy has substantially increased in the last year. The present review discusses changes in the design of these studies, the main methodological issues to be taken into account and the recommendations on this subject.