The emergence of the precision medicine paradigm in oncology has led to increasing interest in the integration of real-world data (RWD) into cancer clinical research. As sources of real-world evidence (RWE), such data could potentially help address the uncertainties that surround the adoption of novel anticancer therapies into the clinic following their investigation in clinical trials. At present, RWE-generating studies which investigate antitumour interventions seem to primarily focus on collecting and analysing observational RWD, typically forgoing the use of randomisation despite its methodological benefits. This is appropriate in situations where randomised controlled trials (RCTs) are not feasible and non-randomised RWD analyses can offer valuable insights. Nevertheless, depending on how they are designed, RCTs have the potential to produce strong and actionable RWE themselves. The choice of which methodology to employ for RWD studies should be guided by the nature of the research question they are intended to answer. Here, we attempt to define some of the questions that do not necessarily require the conduct of RCTs. Moreover, we outline the strategy of the European Organisation for Research and Treatment of Cancer (EORTC) to contribute to the generation of robust and high-quality RWE by prioritising the execution of pragmatic trials and studies set up according to the trials-within-cohorts approach. If treatment allocation cannot be left up to random chance due to practical or ethical concerns, the EORTC will consider undertaking observational RWD research based on the target trial principle. New EORTC-sponsored RCTs may also feature concurrent prospective cohorts composed of off-trial patients.