High-quality sports injury research can facilitate sports injury prevention and treatment. There is scope to improve how our field applies best-practice methods-methods matter (greatly!). The first METHODS MATTER meeting, held in January 2019 in Copenhagen, Denmark, was the forum for an international group of researchers with expertise in research methods to discuss sports injury methods. We discussed important epidemiological and statistical topics within the field of sports injury research. With this opinion document, we provide the main take-home messages that emerged from the meeting. Meeting participants agreed that the definition of sport injury depends on the research question and context. It was considered essential to be explicit about the goal of the research effort and to use frameworks to illustrate the assumptions that underpin measurement and the analytical strategy. Complex systems were discussed to illustrate how potential risk factors can interact in a nonlinear way. This approach is often a useful alternative to identifying single risk factors. Investigating changes in exposure status over time is important when analyzing sport injury etiology, and analyzing recurrent injury, subsequent injury, or injury exacerbation remains challenging. The choice of statistical model should consider the research question, injury measure (eg, prevalence, incidence), type and granularity of injury data (categorical or continuous), and study design. Multidisciplinary collaboration will be a cornerstone for future high-quality sport injury research. Working outside professional silos in a diverse, multidisciplinary team benefits the research process, from the formulation of research questions and designs to the statistical analyses and dissemination of study results in implementation contexts. This article has been copublished in the British Journal of Sports Medicine and the Journal of Orthopaedic & Sports Physical Therapy. J Orthop Sports Phys Ther 2020;50(5):226-233. doi:10.2519/jospt.2020.9876.