The question what scientific progress means for a particular domain such as medicine seems importantly different from the question what scientific progress is in general. While the latter question received ample treatment in the philosophical literature, the former question is hardly discussed. I argue that it is nonetheless important to think about this question in view of the methodological choices we make. I raise specific questions that should be tackled regarding scientific progress in the medical sciences and demonstrate their importance by means of an analysis of what evidence-based medicine (EBM) has, and has not, to offer in terms of progress. I show how critically thinking about EBM from the point of view of progress can help us in putting EBM and its favoured methodologies in the right perspective. My conclusion will be that blindly favouring certain methods because of their immediately tangible short-term benefits implies that we parry the important question of how best to advance progress in the long run. This leads us to losing sight of our general goals in doing research in the medical sciences.