New policies should be informed by evidence regarding what has been shown to 'work' elsewhere. However, in many cases, there is limited evidence to inform decision-making. Embedding evaluations into the roll-out of new policy initiatives offers a useful means of examining whether policies achieve their intended outcomes and building the evidence base. This study examines the cluster randomised trial of the Primary School Free Breakfast Initiative in Wales. This involved recruiting 111 schools, before randomly allocating 55 to receive the intervention and 56 to act as a control group. Dietary behaviours and cognitive performance were measured at baseline (before the intervention was introduced) and 1 year later. The randomisation process ensured that there were no differences between intervention and control schools in terms of dietary behaviour and cognitive performance prior to the delivery of the intervention. Hence, any changes observed 12 months later could be attributed to the intervention. Comparisons indicated that at follow-up, those who received the intervention ate healthier breakfasts than those who did not. There were no significant differences in terms of breakfast skipping. This case study describes why we need policy trials such as this one, and some of the key practical, political and methodological challenges in conducting them. [This content is provided in the format of an e-book.]