Although the field of urban evolutionary ecology is in its infancy, much progress has been made in identifying adaptations that arise as a result of selective pressures within these unique environments. However, as studies within urban environments have rapidly increased, researchers have recognized there are challenges and opportunities in characterizing urban adaptation. Some of these challenges are novel as a consequence of increased direct and indirect human influence, which compounds long-recognized issues with research on adaptive evolution more generally. In this perspective, we discuss several common research challenges to urban adaptation related to: (1) methodological approaches, (2) trait-environment relationships and the natural history of organisms, (3) agents and targets of selection, and (4) habitat heterogeneity. Ignoring these challenges may lead to misconceptions and further impede our ability to draw conclusions regarding evolutionary and ecological processes in urban environments. Our goal is to first shed light on the conceptual challenges of conducting urban adaptation research to help avoid propagation of these misconceptions. We further summarize potential strategies to move forward productively to construct a more comprehensive picture of urban adaptation, and discuss how urban environments also offer unique opportunities and applications for adaptation research.