The selection of a research instrument to collect data is crucial to the success of a study. This choice can be one of the most time-consuming and challenging tasks in the research process. If they have not been involved in conducting a research study themselves, nursing students are unaware of the intricacies involved in the decision-making process for selection of an instrument. The author describes a teaching strategy to help nursing students appreciate the many components involved in this critical and challenging step in the research process. The example used is from the author's research program on postpartum depression, which describes step by step the author's decision-making process for selection of an instrument.