This paper presents and discusses the outcome of an exploratory quantitative cross-sectional study of the perceptions of Nigeria health policy makers on capacity for evidence use in policy making at individual and organisational levels. The capacity for acquisition, assessment, adaptation and application of research evidence in policy making at individual and organisational levels was generally suboptimal. This capacity constraint was the major challenge to health policy and systems research (HPSR) evidence use in policy making. To address this challenge, the following strategies were identified: increased awareness of the value of HPSR, execution of training programmes to improve the skills of policy makers in evidence-based policy making, and enhancing organisational capacity for incentives in evidence use.