Despite many studies evaluating the effectiveness of integrated care, evidence remains inconsistent. There is increasing commentary pointing out the mismatch between the ability to capture the somewhat 'illusive' impact of integrated care initiatives and programmes, and the most appropriate way to do this. Focusing on methodology, this paper describes and critically reviews the experiences of SUSTAIN, a Horizon 2020 funded project (2015-2019) with the purpose of advancing knowledge and understanding of cross-European integrated care evaluation. SUSTAIN sought to improve integrated care initiatives for older people in seven countries, and to maximise the potential for knowledge transfer and application across Europe. The methods approach drew from implementation research, employing the participative Evidence Integration Triangle (EIT) and incorporating a mixed method, multiple embedded case study design. A core set of qualitative and quantitative indicators, alongside context and process data, were created and tested within four key project domains (person-centredness, prevention-orientation, safety and efficiency). The paper critically discusses the overall approach, highlighting the value of the EIT and case study design, and signalling the challenges of data collection with frail older people and stakeholder involvement at the sites, as well as difficulties developing the core set of indicators.