Evidence-based medicine (EBM) is an important strategy for assessing the vast amounts of published data and applying them appropriately to our patients. However, in intensive care medicine, there is a shortage of “gold standard” randomized controlled trial evidence to support (or not support) therapeutic decisions. In addition, even when well-conducted randomized trials have been performed, we are still left with unanswered questions. In the last 5 years, several clinical trials have yielded positive results with a number of interventions being shown to improve outcomes. Here, we will outline the limitations and advances of EBM in intensive care medicine, by discussing the key findings in the last few years from studies of therapeutic agents for ICU patients.