Sampling plays a major role in quality improvement work. Random sampling (assumed by most traditional statistical methods) is the exception in improvement situations. In most cases, some type of “judgment sample” is used to collect data from a system. Unfortunately, judgment sampling is not well understood. Judgment sampling relies upon those with process and subject matter knowledge to select useful samples for learning about process performance and the impact of changes over time. It many cases, where the goal is to learn about or improve a specific process or system, judgment samples are not merely the most convenient and economical approach, they are technically and conceptually the most appropriate approach. This is because improvement work is done in the real world in complex situations involving specific areas of concern and focus; in these situations, the assumptions of classical measurement theory neither can be met nor should an attempt be made to meet them. The purpose of this article is to describe judgment sampling and its importance in quality improvement work and studies with a focus on health care settings.