From a practical perspective, it is important to acknowledge the limitations of all methods for obtaining causal inferences. Our aim in presenting the median‐based methods in this paper is not to recommend a single authoritative method for all Mendelian randomization analyses. Rather, examining the results from different methods that make different assumptions (IVW, simple median, weighted median, MR‐Egger regression) provides a sensitivity analysis that either adds to or questions the robustness of a finding from a Mendelian randomization investigation. If, as in the case of the effect of LDL‐c on CAD risk, a causal effect is reported across all methods, then a causal finding is far more plausible than if the methods give contradictory findings. Our advice in Mendelian randomization investigations using multiple genetic variants where the IV assumptions are in doubt for some or all genetic variants, would therefore be to perform and report results from a range of sensitivity analyses using robust methods, including the simple median, weighted median, and MR‐Egger regression methods, in addition to the main analysis result.