Evidence-based approaches to policy making are growing in popularity. A generally embraced view is that with appropriate evidence at hand decision and policy making will be optimal, legitimate and publicly accountable. In practice, however, evidence based policy making is constrained by a variety of problems concerning the very concept of evidence. Some of these problems are explored in this article, in the context of the debates on what counts as evidence and how to use it, from which they originate. It is argued that the source of much disagreement might be a failure to addressing crucial philosophical assumptions which inform, often tacitly, these debates. Three controversial questions are raised which appear central to some of the chall...