The realm of statistical inference can be classified mainly into Classical (Frequentist) and Bayesian approaches with theoretical and computational differences between these two methodologies. However, the current study does not aim to compare and contrast between these two approaches. The objective of this paper is to understand the theoretical basis, methodology involved and applications of Bayesian approach to assess the multiple mediated effects of health care data using Bayesian approach. Many researchers have emphasized the advantages of Bayesian statistics from model formulation to interpretation of results in various fields. The current study has used the health care data for the application of mediation analysis. © IAEME Publication.