The use of primary care databases has been integral in pharmacoepidemiological studies and pharmacovigilance. Primary care databases derive from electronic health records and offer a comprehensive description of aggregate patient data, from demography to medication history, and good sample sizes. Studies using these databases improve our understanding of prescribing characteristics and associated risk factors to facilitate better patient care, but there are limitations. We describe eight key scenarios where study data outcomes can be affected by absent prescriptions in UK primary care databases: (1) out-of-hours, urgent care and acute care prescriptions; (2) specialist-only prescriptions; (3) alternative community prescribing, such as pharmacy, family planning clinic or sexual health clinic medication prescriptions; (4) newly licensed medication prescriptions; (5) medications that do not require prescriptions; (6) hospital inpatient and outpatient prescriptions; (7) handwritten prescriptions; and (8) private pharmacy and private doctor prescriptions. The significance of each scenario is dependent on the type of medication under investigation, nature of the study and expected outcome measures. We recommend that all researchers using primary care databases be aware of the potential for missing prescribing data and be sensitive to how this can vary substantially between items, drug classes, patient groups and over time. Close liaison with practising primary care clinicians in the UK is often essential to ensure awareness of nuances in clinical practice.