The past decade has seen increased use in Australia in the use of administrative data in homelessness research. We review this research, using a framework from the US literature, and highlight innovative and policy‐relevant Australian initiatives in five areas. While the use of administrative data in Australian research on homelessness has lagged behind what has been done in the United States, the emerging body of Australian research in this area should continue to take an increased role in understanding and informing responses to homelessness. We conclude by assessing the opportunities and challenges facing continued research using this type of data.