It is generally believed that small differences in health-related quality of life (HR-QOL) may be statistically significant yet clinically unimportant. The concept of the minimal clinically meaningful difference (MCID) has been proposed to refer to the smallest difference in a HR-QOL score that is considered to be worthwhile or clinically important. However, there is danger in oversimplification in asking the question: what is the MCID on this HR-QOL instrument? We argue that the attempt to define a single MCID is problematic for a number of reasons and recommend caution in the search for the MCID holy grail. Specifically, absolute thresholds are suspect because they ignore the cost or resources required to produce a change in HR-QOL. In addition, there are several practical problems in estimating the MCID, including: (i) the estimated magnitude varies depending on the distributional index and the external standard or anchor; (ii) the amount of change might depend on the direction of change; and (iii) the meaning of change depends on where you start (baseline value).