Retrospective database analyses pose a series of methodological challenges, some of which are unique to their data sources, particularly in countries outside the US. This study aimed to qualitatively review the methodological challenges of using non-US databases to conduct retrospective economic and outcomes research studies. We conducted a MEDLINE search to obtain a sample of literature published after the year 2000 on retrospective analyses using non-US databases. We reviewed all relevant components of the selected articles in accordance with the checklist proposed for retrospective database studies by the International Society for Pharmacoeconomics and Outcomes Research (ISPOR) Task Force and identified issues found in the data sources, methods, study designs, statistics and sources of possible threats to internal and external validity. We found a wide variation in the quality of studies in terms of outcome definitions, patient selection criteria, data collection methods, sample sizes, risk adjustment methods, potential measurement errors and external validity of the studies. Few economic studies included information on indirect cost components because of a lack of relevant data. The quality of non-US retrospective database analyses varied. Future such analyses may be improved if researchers implement the checklist developed by the ISPOR Task Force on Retrospective Database Studies.