Measures of psychological constructs are validated by testing whether they relate to measures of other constructs as specified by theory. Each test of relations between measures reflects on the validity of both the measures and the theory driving the test. Construct validation concerns the simultaneous process of measure and theory validation. In this article, we review the recent history of validation efforts in clinical psychological science that has led to this perspective, and we review the following recent advances in validation theory and methodology of importance for clinical researchers. These are: the emergence of nonjustificationist philosophy of science; an increasing appreciation for theory and the need for informative tests of construct validity; valid construct representation in experimental psychopathology; the need to avoid representing multidimensional constructs with a single score; and the emergence of effective new statistical tools for the evaluation of convergent and discriminant validity.