An intensive development of world economics over the past few decades has led to the creation of a plenty of models describing such phenomenon as adverse selection. However, there is a certain lack of practical research (especially in the credit markets), that can empirically confirm, or, vice versa, refuse the hypotheses and conclusions based on theoretical models. In this paper the comparative analysis of the results of several experimental studies devoted to this phenomenon on the credit card market is carried out. The U.S. credit card market was amongst the subjects of research. In the conclusive part the empirical research of adverse selection in the credit market in Russia during the recent global financial crisis is carried out.