The non-inferiority trial design has gained popularity within the last decades to compare a new treatment to the standard active control. In contrast to superiority trials, this design is complex and is based on assumptions that cannot be validated directly. Many readers and even investigators, therefore, have difficulty grasping the full methodological nature of non-inferiority trials. Non-inferiority margins are often arbitrarily chosen such that a favourable margin can bias a trial towards declaring non-inferiority. Pitfalls of non-inferiority trials are not fully appreciated, and without having identified these shortcomings, objective conclusions from non-inferiority trials cannot be made. This methodological review elaborates on what is a non-inferiority trial, why such a trial is performed, what the hazards are, and how conclusions from non-inferiority trials are derived, by providing examples of recent cardiovascular trials.