An increasing number of studies are using healthcare claims databases to assess healthcare intervention utilization patterns or outcomes in real-world clinical settings. However, methodological issues affecting study design or data analysis can make conducting and reporting these types of studies difficult. This review presents an overview of the types of information contained in claims data, describes some advantages and limitations of using claims data for research purposes, and outlines steps for utilizing the Korea Health Insurance Review and Assessment and National Health Insurance Service databases. The study also reviews epidemiological approaches utilizing healthcare claims databases (including cross-sectional, case-control, case-crossover, and cohort designs) with respect to protocol development, analysis, and reporting of results, and introduces relevant guidelines and checklists, including the Guidelines for Good Pharmacoepidemiology Practices, the Strengthening the Reporting of Observational Studies in Epidemiology checklist, and the Risk of Bias in Nonrandomized Studies of Interventions tool.