Introduction: Stakeholders are increasingly interested in the societal impact of psychosocial interventions in the youth sector, in terms of costs and quality of life, as well as in outcomes research. The aim of this broad consultation was to reach consensus regarding the steps to be undertaken to set a research agenda for the Netherlands Organisation for Health Research and Development (ZonMw) programme. Methods: The broad consultation consisted of an eight-step procedure, including the conceptualization of a consultation document consisting of a scoping review of (mainly) international opinion/methodological literature and an inventory of existing Dutch guidelines and manuals for economic evaluation, a written consultation procedure among a broad range of stakeholders, and a consultation meeting with these stakeholders. Results: In total 21 documents were included in the scoping review. A total of 24 stakeholders participated in the written consultation procedure and 14 stakeholders during the consultation meeting. The methodological issues and challenges, which were ranked in the top 5 by the stakeholders, are (i) outcome measurement, (ii) outcome identification, (iii) cost valuation, (iv) outcome valuation, and (v) time horizon/analytical approach. The existing guidelines and manuals provided guidance for some, but not all, issues and challenges. Discussion and Conclusion: This broad consultation has contributed to a research agenda for the ZonMw programme, which will in the long run lead to the standardization of economic evaluations in this sector in the Netherlands and methodological improvement of economic evaluations in the Dutch youth sector.