Novice researchers, when confronted with a clinical problem they want to study, are admonished by more experienced researchers to search the literature for an instrument that already has established reliability and validity, fits the problem of study, or that can be easily adapted. Sometimes, however, there is no such instrument available so the researcher has to develop a new instrument. The purpose of this article is to describe the steps required to develop and psychometrically test a new instrument. A new instrument, the Infant Colic Scale, is used as an example.