Cohort studies of the efficacy of screening to prevent mortality from cancer are characterized by a comparison of the observed number of deaths among persons screened for a given form of cancer with that expected in the absence of screening. Obtaining valid estimates of the efficacy of screening to prevent death from cancer by means of cohort studies requires data on the presence of symptoms and signs of the malignancy in question in cohort members, so that screening and non-screening exams can be distinguished from one another. Unfortunately, in many settings such data are not available, compromising the ability of these studies to further our understanding of the impact of screening on cancer mortality. For screening modalities that have the potential to identify treatable cancer precursor lesions, cohort studies also can compare observed and expected cancer incidence. While the lack of high-quality data on the reason for receipt of a given test (screening, or a response to the presence of symptoms or signs) is not so great a threat to the validity of these studies – the tests in question are those that would have taken place well before the time of diagnosis, at a time when symptoms and signs from the cancer are not likely to have been present – they face other issues that could compromise their value. The purpose of this Commentary is to describe the design and analytic strategies that can maximize the likelihood that cohort studies of cancer screening efficacy, both those of mortality and those of incidence, will provide valid results.