Propensity score methods belong to an analytical approach by incorporating the measured covariates and mimicking randomization to enhance the comparability between groups, hence reducing the impact of potential confounding in observational studies. Propensity score methods have been increasingly used in observational studies. This paper illustrates the principle and the methods based on the propensity score, in combination with its application in observational studies. It also compares results from propensity score methods with those from multivariable regression and randomized controlled trials. It was found that currently there has been a lack of recommendations for the selection of propensity score methods. Differences may exist when comparing results from propensity score methods with findings from typical regression analyses and randomized controlled trials.