We describe and reflect on the work of a Consumer Panel for a data linkage research unit in Wales, and show how the members are inputting into plans for the future. Our work is centred on conducting health-related data linkage research using anonymously linked, routinely collected data from across Wales via the Secure Anonymous Information Linkage system. In recognition of the importance of including patients and the public in health-related research, we have established a Consumer Panel to strengthen this voice in our work, and there are currently 10 members (4 men and 6 women) from across Wales, with a range of health-related areas of interest. A review of Panel activities was carried out after the first year, and all members were invited to provide their views via a questionnaire survey using structured and free-text responses. Initial feedback, obtained after the first meeting, was tentatively positive, and the questionnaire survey identified practical measures for improvement and future work. We have found the Consumer Panel to be a valuable addition to our work in the rapidly growing area of data linkage research. The views of Panel members provide a positive outlook and a fresh, and sometimes unexpected, perspective on various issues. The lessons we have learned, and our experience of involving the Panel in various aspects of our work, may be of value to others seeking to work with consumers in data linkage research, to researchers in general and to consumers themselves.