The evidence for the value of particle therapy (PT) is still sparse. While randomized trials remain a cornerstone for robust comparisons with photon-based radiotherapy, data registries collecting real-world data can play a crucial role in building evidence for new developments. This Perspective describes how the European Particle Therapy Network (EPTN) is actively working on establishing a prospective data registry encompassing all patients undergoing PT in European centers. Several obstacles and hurdles are discussed, for instance harmonization of nomenclature and structure of technical and dosimetric data and data protection issues. A preferred approach is the adoption of a federated data registry model with transparent and agile governance to meet European requirements for data protection, transfer, and processing. Funding of the registry, especially for operation after the initial setup process, remains a major challenge.