2013 marked the 250th anniversary of the presentation of Bayes’ theorem by the philosopher Richard Price. Thomas Bayes was a figure little known in his own time, but in the 20th century the theorem that bears his name became widely used in many fields of research. The Bayes theorem is the basis of the so-called Bayesian methods, an approach to statistical inference that allows studies to incorporate prior knowledge about relevant data characteristics into statistical analysis. Nowadays, Bayesian methods are widely used in many different areas such as astronomy, economics, marketing, genetics, bioinformatics and social sciences. This study observed that a number of authors discussed recent advances in techniques and the advantages of Bayesian methods for the analysis of epidemiological data. This article presents an overview of Bayesian methods, their application to epidemiological research and the main areas of epidemiology which should benefit from the use of Bayesian methods in coming years.