Modern healthcare is increasingly dependent on good data, and effective information systems, for care delivery, and to develop and evaluate health policy. The context of big data differs in significant ways from traditional types of health data, while the use of big data for epidemiology and public health is becoming more common, the use of these tools for health service planning and health policy making lags behind. A large EU funded project (titled MIDAS) that focuses on merging, analysing and visualising data from heterogeneous sources to support health policy makers work in using and accessing health data across EU countries is underway. This paper briefly describes the key challenges that must be met to access, use and make sense of this big data in healthcare, focusing on legal, governance and ethical issues. Unless these issues are dealt with, the promise of Big Data for health, will never be fulfilled.