Because the demand for health services outstrips the available resources, priority setting is one of the most difficult issues faced by health policy makers, particularly those in developing countries. Priority setting in developing countries is fraught with uncertainty due to lack of credible information, weak priority setting institutions, and unclear priority setting processes. Efforts to improve priority setting in these contexts have focused on providing information and tools. In this paper we argue that priority setting is a value laden and political process, and although important, the available information and tools are not sufficient to address the priority setting challenges in developing countries. Additional complementary efforts are required. Hence, a strategy to improve priority setting in developing countries should also include: (i) capturing current priority setting practices, (ii) improving the legitimacy and capacity of institutions that set priorities, and (iii) developing fair priority setting processes.