A robust replication of initial genetic association findings has proved to be difficult in human complex diseases and more specifically in the obesity field. An obvious cause of non-replication in genetic association studies is the initial report of a false positive result, which can be explained by a non-heritable phenotype, insufficient sample size, improper correction for multiple testing, population stratification, technical biases, insufficient quality control or inappropriate statistical analyses. Replication may, however, be challenging even when the original study describes a true positive association. The reasons include underpowered replication samples, gene × gene, gene × environment interactions, genetic and phenotypic heterogeneity and subjective interpretation of data. In this review, we address classic pitfalls in genetic association studies and provide guidelines for proper discovery and replication genetic association studies with a specific focus on obesity.