Evidence-based policy has support in many areas of government and in public affairs more generally. In this paper we outline what evidence-based policy is, then we discuss its strengths and weaknesses. In particular, we argue that it faces a serious challenge to provide a plausible, over-arching account of evidence. We contrast evidence-based policy with evidence-based medicine, especially the role of evidence in assessing the effectiveness of medicines. The evidence required for policy decisions does not easily lend itself to randomized controlled trials (the "gold standard" in evidence-based medicine), nor, for that matter, being listed in a single all-purpose hierarchy.