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In this chapter, we overview those elements of an IPD meta‐analysis project that differ from a conventional meta‐analysis of aggregate data (Section 2.2), describe the advantages (Section 2.3) and challenges of the IPD approach (Section 2.4), and summarise empirical evidence comparing results of IPD and aggregate data meta‐analyses (Section 2.5). Although IPD projects almost always provide advantages, sometimes a standard aggregate data meta‐analysis may be sufficient to answer a particular research question. Hence, researchers should only embark on an IPD project after careful consideration, especially as it requires additional time, resources and skills. We provide guidance to help researchers decide when the use of IPD is likely to provide more robust conclusions than using available aggregate data alone (Section 2.6). We focus on the synthesis of evidence from randomised trials evaluating treatment effects, but most of what is presented also applies to other study types and to other types of research questions, such as those for diagnosis and prognosis (Part 5).