‘Evidence-based policy making’ (EBPM) is a vague, aspirational term, rather than a good description of the policy process. It can be interpreted in very different ways. At one extreme is the naïve view that there can and should be a direct and unproblematic link between ‘the evidence’ and policy decisions and outcomes. At the other is the policy-based-evidence view that politics is so corrupt that no decision is based on an appeal to scientific evidence, or so messy that the evidence gets lost somewhere in the political process. A more useful approach is to argue that EBPM is an ideal-type to compare with the real world, in much the same way as we describe a ‘comprehensively rational’ policymaker. Then, we can draw on the policy literature which provides a wide range of theories to help situate the role of evidence within a complex policymaking system. Evidence may be important but, to identify and gauge its role, we must understand how it fits into the bigger picture in which ‘boundedly rational’ policymakers make choices based on limited information and ambiguity. This takes place in the context of a policy environment which influences how they act and how much control they have over the final outcomes. Images of highly centralised and ‘rational’ policymaking by a small number of actors generally give way to pictures of less predictable or manageable multi-level governance involving many actors. The implication, particularly in Westminster systems, is that we should change how we see the role of evidence: from focusing on its use by policymakers at the ‘top’, or at a notional point of decision, towards explaining how it is used throughout the political system as a whole.