The dominant methodologies in most areas of research are experiments and correlational observational studies. In health psychology and specifically research on the nocebo effect, this is no different. Although experiments are considered the gold standard, they still have limitations, and correlational studies can be conducted instead. In certain instances, researchers conducting a correlational study can make use of publicly available data. This case discusses a correlational study using publicly available adverse drug reaction data to investigate the effect of media coverage on subsequent side effect reports in New Zealand. We identified three main stages in the process of conducting correlational research with publicly available data. This type of study has advantages, such as being able to investigate naturally occurring situations where an experiment would be unethical. However, there are also a number of challenges to keep in mind, such as being unable to prove causal relationships between variables and the difficulties of using data you have not collected yourself.