The current COVID pandemic crisis made it even clearer that the solutions to several questions that public health must face require the access to good quality data. Several issues of the value and potential of health data and the current critical issues that hinder access are discussed in this paper. In particular, the paper (i) focuses on “real-world data” definition; (ii) proposes a review of the real-world data availability in our country; (iii) discusses its potential, with particular focus on the possibility of improving knowledge on the quality of care provided by the health system; (iv) emphasizes that the availability of data alone is not sufficient to increase our knowledge, underlining the need that innovative analysis methods (e.g., artificial intelligence techniques) must be framed in the paradigm of clinical research; and (v) addresses some ethical issues related to their use. The proposal is to realize an alliance between organizations interested in promoting research aimed at collecting scientifically solid evidence to support the clinical governance of public health.