Objective: To describe the practical issues that need to be overcome to conduct national data linkage projects in Australia and propose recommendations to improve efficiency.

Methods: Review of the processes, documentation and applications required to conduct national data linkage in Australia.

Results: The establishment of state and national data linkage centres in Australia has placed Australia at the forefront of research linking health‐related administrative data collections. However, improvements are needed to reduce the clerical burden on researchers, simplify the process of obtaining ethics approval, improve data accessibility, and thus improve the efficiency of data linkage research.

Conclusions: While a sound state and national data linkage infrastructure is in place, the current complexity, duplication and lack of cohesion undermines any attempts to conduct research involving national record linkage in a timely manner.

Implications: Data linkage applications and Human Research Ethics Committee approval processes need to be streamlined and duplication removed, in order to reduce the administrative and financial burden on researchers if national data linkage research is to be viable.