The efficiency of new generation sequencing methods and the reduction of their cost has led pharmacogenomics to gradually supplant pharmacogenetics, leading to new applications in personalized medicine along with new perspectives in drug design or identification of drug response factors. The amount of data generated in genomics fits the definition of big data, and need a specific bioinformatics processing following standard steps: data collection, processing, analysis and interpretation. Pitfalls of pharmacogenomics studies are directly related to these steps. This review aims to describe these steps from a pharmacogenomic point of view, focusing on bioinformatics aspects.