This review shows that strengthening policy research capacity through collaborative research can be an effective way of increasing and sustaining the impact of policy research. It also demonstrates that such enhanced capacity can lead to a multiplier effect, when a core group of country-level policy researchers and analysts emerge, who are able to identify, analyze, and solve policy challenges that the African countries face. In the next section, a brief review of various capacity strengthening approaches for policy research and analysis is presented. Then, the impact of these approaches to capacity strengthening for policy research and analysis is evaluated using selected case studies. This is followed by several lessons learned, including good and avoidable practices. The paper ends with some concluding remarks.