This article describes and addresses the challenges researchers face when utilizing natural experimental studies to evaluate changes to the retail food environment. Through the use of case studies, the article describes strategies and approaches for overcoming these challenges. The challenges are divided into categories of: 1) study design and analysis; 2) selection of participants, selection of measure, and obtainment of data; and 3) real-world considerations.  Advantages and disadvantages to each approach are provided. Consideration of these challenges and best practices can minimize bias and ensure natural experimental studies effectively assess the impact of policies and programs on food access, availability, and intake for use by stakeholders, policymakers, and food retailers.