The coronavirus disease 2019 (COVID-19) pandemic caused by the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) has led to an unprecedented effort to generate real-world evidence on the safety and effectiveness of various treatments . A growing number of observational studies evaluating the effects of certain drugs have been conducted, including several assessing whether hydroxychloroquine improves outcomes in infected individuals and whether renin-angiotensin-aldosterone system inhibitors have detrimental effects . We review and illustrate how immortal time bias and selection bias were present in several of these studies . Understanding these biases and how they can be avoided may prove important for future observational studies assessing the effectiveness and safety of potentially promising drugs during the COVID-19 pandemic.