The objective of this study was to review the methods of prior studies that estimate the association between compliance to osteoporosis pharmacotherapy on fracture risk, and make recommendations to guide future research. We completed a systematic search of MEDLINE to identify all English language nonexperimental studies that examined the impact of adherence to osteoporosis pharmacotherapy on fracture risk. Studies that measured compliance were eligible and those that only examined persistence were excluded. We summarized the methodology of each study and make recommendations for future research. We identified 14 eligible articles: nine cohort and five nested case—control. Length of baseline (lookback) periods ranged between 3 months and 2 years, with nearly all studies (86%) restricting inclusion to treatment-naïve users. A threshold of 80% was most commonly used to define compliance (n = 10), with few studies providing a more thorough analysis through categorical (n = 3) or continuous (n = 1) measures. All nine cohort studies adjusted for age, sex, prior fracture, and at least one other comorbidity or drug; two cohort studies adjusted for a comorbidity score. Two of the five case—control studies clearly controlled for age, sex, drug exposure, event date and length of follow up. One study considered a theoretical sensitivity analysis to account for potential healthy adherer bias, yet all mentioned limitations related to possible residual confounding. We identify great variability in methods of prior studies that evaluate the impact of compliance to osteoporosis pharmacotherapy on fracture risk, and make recommendations to guide future research.