An unprecedented volume of research has been generated in response to the COVID-19 pandemic. However, there are risks of inefficient duplication and of important work being impeded if efforts are not synchronized. Excessive reliance on observational studies, which can be more rapidly conducted but are inevitably subject to measured and unmeasured confounders, can foil efforts to conduct rigorous randomized trials. These challenges are illustrated by recent global efforts to conduct clinical trials of post-exposure prophylaxis (PEP) as a strategy for preventing COVID-19. Innovative strategies are needed to help overcome these issues, including increasing communication between the Data Safety and Monitoring Committees (DSMCs) of similar trials. It is important to reinforce the primacy of high-quality trials in generating unbiased answers to pressing prevention and treatment questions about COVID-19.