This editorial introduces the new, online, open-access journal Pilot and Feasibility Studies. The journal considers manuscripts on any aspect of the design and analysis of pilot and feasibility studies, as well as protocols for pilot and feasibility studies, and discussions and reviews of methodological issues around the planning and reporting of such studies. These studies are generally carried out in preparation for future large-scale definitive randomised controlled trials or observational studies and address key issues of uncertainty. Objectives for conducting pilot and feasibility studies therefore differ from those of the future large-scale study and should be clearly expressed. The journal provides a dedicated place for publication of this important work as well as a forum for discussion of methodological issues that will lead to increased scientific rigour in this area.