Objective Data linkage is a very powerful research tool in epidemiology, however, establishing this can be a lengthy and intensive process. This paper reports on the complex landscape of conducting data linkage projects in Australia. Methods We reviewed the processes, required documentation, and applications required to conduct multi-jurisdictional data linkage across Australia, in 2023. Results Obtaining the necessary approvals to conduct linkage will likely take nearly 2 years (estimated 730 days, including 605 days from initial submission to obtaining all ethical approvals and an estimated further 125 days for the issuance of unexpected additionally required approvals). Ethical review for linkage projects ranged from 51 to 128 days from submission to ethical approval, and applications consisted of 9-25 documents. Conclusions Major obstacles to conducting multi-jurisdictional data linkage included the complexity of the process, and substantial time and financial costs. The process was characterised by inefficiencies at several levels, reduplication, and a lack of any key accountabilities for timely performance of processes. Data linkage is an invaluable resource for epidemiological research. Further streamlining, establishing accountability, and greater collaboration between jurisdictions is needed to ensure data linkage is both accessible and feasible to researchers.