Meta-analysis can be a powerful tool for demonstrating the applicability of a concept beyond the context of individual clinical trials and observational studies, including exploration of effects across different subgroups. Meta-analysis avoids Simpson's paradox, in which a consistent effect in constituent trials is reversed when results are simply pooled. Meta-analysis in critical care medicine is made more complicated, however, by the heterogeneous nature of critically ill patients and the contexts within which they are treated. Failure to properly adjust for this heterogeneity risks missing important subgroup effects in, for example, the interaction of treatment with varying levels of baseline risk. When subgroups are defined by characteristics that vary within constituent trials (such as age) rather than features constant within each trial (such as drug dose), there is the additional risk of incorrect conclusions due to the ecological fallacy. The present review explains these problems and the strategies by which they are overcome.