Current methodologies for stakeholder participation in research agenda setting often fall short of effectiveness in terms of ensuring stakeholders' influence. This article reports on a newly developed participation methodology, which was applied in an interactive agenda-setting project concerning research on asthma and coronary obstructive pulmonary disease. The effectiveness of this methodology was evaluated on both the participation process and its outcomes. The results suggest that the methodology used is rather effective with respect to the legitimacy and rationlity of the process, the quality of the outcomes and the achievement of mutual learning. © Beech Tree Publishing 2006.