Observational clinical research studies aim to assess which exposures (treatments or other factors; independent variable) affect patient outcomes (dependent variable). These exposures include medical interventions in situations where clinical trials are not possible or prior to their conduct and completion. However, the assessment of the relationship between exposures and outcomes is not straightforward, as other variables may need to be considered prior to reaching valid conclusions. Here, we present three hypothetical scenarios in regional anesthesia to review the epidemiological concepts of confounding, mediation, and effect modification. Understanding these concepts is critical for assessing the design, analysis, and interpretation of clinical studies. These terms may be confusing to anesthesiologists and researchers alike, where such confusion could affect the conclusions of a clinical study, mislead the target audience, and ultimately impact patient health.