In this chapter we discuss some of the challenges facing the field of distributional cost-effectiveness analysis (DCEA). We cover four methodological challenges for researchers: (i) modelling complexities such as economies of scale, spillovers and behavioural responses, (ii) ex post DCEA based on distributions of realised outcomes rather than expected outcomes, (iii) cross-sectoral DCEA combining information about health and non-health dimensions of well-being, and (iv) fair shares DCEA based on distributing in proportion to strength of claim rather than maximising value. We also discuss the practical challenge of making DCEA more useful to decision makers