The millennium development goals triggered an increased demand for data on child and maternal mortalities for monitoring progress. With the advent of the sustainable development goals and growing evidence of an epidemiological transition toward non-communicable diseases, policymakers need data on mortality and disease trends and distribution to inform effective policies and support monitoring progress. Where there are limited capacities to produce national health estimates (NHEs), global health estimates (GHEs) can fill gaps for global monitoring and comparisons. This paper discusses lessons learned from Thailand’s burden of disease (BOD) study on capacity development on NHEs and discusses the contributions and limitations of GHEs in informing policies at the country level. Through training and technical support by external partners, capacities are gradually strengthened and institutionalized to enable regular updates of BOD at national and subnational levels. Initially, the quality of cause-of-death reporting in death certificates was inadequate, especially for deaths occurring in the community. Verbal autopsies were conducted, using domestic resources, to determine probable causes of deaths occurring in the community. This method helped to improve the estimation of years of life lost. Since the achievement of universal health coverage in 2002, the quality of clinical data on morbidities has also considerably improved. There are significant discrepancies between the Global Burden of Disease 2010 study estimates for Thailand and the 1999 nationally generated BOD, especially for years of life lost due to HIV/AIDS, and the ranking of priority diseases. National ownership of NHEs and an effective interface between researchers and decision-makers contribute to enhanced country policy responses, whereas subnational data are intended to be used by various subnational partners. Although GHEs contribute to benchmarking country achievement compared with global health commitments, they may hamper development of NHE capacities. GHEs should encourage and support countries to improve their data systems and develop a data infrastructure that supports the production of empirical data needed to underpin estimation efforts.