There are 2 possible scenarios where multivariable MR‐Egger may be used as a sensitivity analysis: either the primary analysis is considered to be multivariable by design, or a multivariable framework is only considered as part of the sensitivity analysis. The first case should be motivated by biological evidence where the set of risk factors are known to be associated with common genetic variants, such as lipid fractions. Under this scenario, multivariable IVW should be used as the primary analysis method with multivariable MR‐Egger providing robustness against directional pleiotropy as a sensitivity analysis.