In a general sense measurement could be described as the assignment of numbers to objects and events according to certain rules. This chapter discusses the problem that the gap between theoretical constructs and empirical indicators presents to measurement. The chapter starts with an overview of data sources in quantitative measurement. This is followed by a section which presents the basics of measurement theory. The discussion is then elaborated in one section about reliability (how accurate are the measurements) and one about validity (do the empirical measurements capture what they are intended to measure?). The chapter aims to contribute to an increased awareness that observed associations between observed variables cannot be used without caution to draw inferences about relationships between theoretical constructs. The chapter also aims to illustrate that aggregated measures based on multiple indicators of the same theoretical phenomenon may present certain possibilities of avoiding some of the problems of measurement. The discussion is mainly based on reasoning and examples from classical measurement theory, as well as measurement theory adapted to self-reports measures.