We provide an overview over the concepts, pitfalls and challenges involved in conducting scientifically sound impact evaluations and randomized controlled trials (RCTs) in conflict-affected and fragile states or areas. We consider both interventions aimed at preventing and overcoming war, conflict and insecurity as well as interventions targeted at common socio- economic outcomes such as livelihoods, employment, microfinance, health or poverty which happen to be in insecure or post-conflict reconstruction environments. Surprisingly, this is a significant methodological research gap. Generating sound lessons from such interventions requires careful research design and a profound understanding of the underlying institutional environment. The good news is that rigorous impact evaluations and RCTs are possible even under adverse circumstances. We offer some specific suggestions and guidelines in this paper on how to achieve this. There are many opportunities for better interventions to help overcome the development challenges of violence and conflict.