Despite an increasing number of papers reporting applications of operational research (OR) to problems in healthcare, there remains little empirical evidence of OR improving healthcare delivery in practice. Without such evidence it is harder both to justify the usefulness of OR to a healthcare audience and to learn and continuously improve our approaches. To progress, we need to build the evidence-base on whether and how OR improves healthcare delivery through careful empirical evaluation. This position paper reviews evaluation standards in healthcare improvement research and dispels some common myths about evaluation. It highlights the current lack of robust evaluation of healthcare OR and makes the case for addressing this. It then proposes possible ways for building better empirical evaluations of OR interventions in healthcare.