Cities, characterised by scarce resources and facing increasing citizens’ requests for more liveable and attractive environments, need to define and implement more efficient urban freight transport policy interventions. It is strategically relevant to perform an ex-ante in-depth policy evaluation. The paper aims at investigating the relevance, the needs and the implications of the data acquisition process by combining a focused review with an original research study. It critically compares five categories of methodological approaches adopted for policy evaluation purposes with an explicit focus on the stated preference method given its behavioural peculiarity and robustness. The review, following a systematic procedure where scientific quality is complemented by relevance and coverage, underlines a high variability in the level of sophistication for data acquisition. While a stakeholder-specific approach seems natural in all those cases where local authorities want to adopt distinct policy instruments for each stakeholder, this is also needed when homogeneous policies impacting the various stakeholders are tested. Stakeholder-specific data acquisition translates into the creation of multiple experimental designs, explicitly conceived for each stakeholder considered. A case study, intended to compare two alternative strategies for data acquisition, provides a quantitative measure of potential distortions in policy evaluation due to the adoption of a stakeholder-generic approach. Results, in terms of willingness to pay measures, show that a stakeholder-specific approach is needed not only when modelling but also in the data acquisition process.