Studying the effect of chronic medication exposure by means of a case-crossover design may result in an upward-biased odds ratio. In this study, our aim was to assess the occurrence of this bias and to evaluate whether it is remedied by including a control group (the case-time-control design). Using Danish data resources from 1995-2012, we conducted case-crossover and case-time-control analyses for 3 medications (statins, insulin, and thyroxine) in relation to 3 outcomes (retinal detachment, wrist fracture, and ischemic stroke), all with assumed null associations. Controls were matched on age, sex, and index date, and exposure over the preceding 12 months was ascertained. For retinal detachment, the case-crossover odds ratio was 1.60 (95% confidence interval (CI): 1.42, 1.80) for statins, 1.40 (95% CI: 1.02, 1.92) for thyroxine, and 1.53 (95% CI: 1.04, 2.24) for insulin. Estimates for the retinal detachment controls were similar, leading to near-null case-time-control estimates for all 3 medication classes. For wrist fracture and stroke, the odds ratios were higher for cases than for controls, and case-time-control odds ratios were consistently above unity, thus implying significant residual bias. In case-crossover studies of medications, contamination by persistent users confers a moderate bias upward, which is partly remedied by using a control group. The optimal strategy for dealing with this problem is currently unknown.