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In the February 2006 issue of Diabetologia, the observational Retrolective Study: Self-monitoring of Blood Glucose and Outcome in Patients with Type 2 Diabetes (ROSSO) reported a 51% reduction in the risk of all-cause mortality in patients with type 2 diabetes who performed self-monitoring of blood glucose (SMBG). However, these impressive benefits conflict with results from observational studies and randomised controlled trials. We aimed to show that these findings are caused by a flawed design that introduced immortal time bias.We illustrate the bias in the ROSSO study and demonstrate that it is large enough to completely explain the apparently protective effect of SMBG on all-cause mortality.In the ROSSO study, patients were classified as exposed to SMBG for their whole follow-up time if they performed self-monitoring for at least 1 year during the study period. Thus, the time between cohort entry and the date after 1 year self-monitoring was performed is unavoidably ‘immortal’ for patients with SMBG. Patients had to survive at least 1 year to be classified as exposed to this intervention and were artificially ‘protected’ from death. Based on published information, the total amount of misclassified immortal person-time in the SMBG group is at least 5,082 of 9,248 person-years at risk (55%). After re-classification of immortal person-time as unexposed, the unadjusted relative risk changed from 0.59 to 1.95.The apparently protective effect of SMBG on all-cause mortality observed in the ROSSO study is completely explained by immortal time bias.