This thesis concerns about using discrete choice experiment for valuing health state utilities within the QALY framework. Therefore, it discusses the main issues with generating choice design for valuing health state utilities, and then presents an efficient methodology to construct an optimal choice design for valuing health state utilities using the most recent theoretical development in Bayesian optimal design literature. The use of the new design algorithm and the effect of the prior in the Bayesian design are demonstrated in this thesis by constructing Bayesian choice design for asthma quality of life classification system (AQL-5D).