With the increased use of data not originally recorded for research, such as routine care data (or 'big data'), measurement error is bound to become an increasingly relevant problem in medical research. A common view among medical researchers on the influence of random measurement error (i.e. classical measurement error) is that its presence leads to some degree of systematic underestimation of studied exposure-outcome relations (i.e. attenuation of the effect estimate). For the common situation where the analysis involves at least one exposure and one confounder, we demonstrate that the direction of effect of random measurement error on the estimated exposure-outcome relations can be difficult to anticipate. Using three example studies on cardiovascular risk factors, we illustrate that random measurement error in the exposure and/or confounder can lead to underestimation as well as overestimation of exposure-outcome relations. We therefore advise medical researchers to refrain from making claims about the direction of effect of measurement error in their manuscripts, unless the appropriate inferential tools are used to study or alleviate the impact of measurement error from the analysis.