This chapter discusses the validity of a measurement scale from several angles. Three main forms of validity must be established when developing a scale, but at different stages of the process: content validity, construct validity and nomological validity. Multitrait-multimethod matrix (MTMM) matrix is developed by Campbell and Fiske to assess the convergent validity and discriminant validity. This approach has been the subject of some discussion on its potential to estimate validity. The reliability tests are of greater use during the exploratory phases and, more particularly, following the exploratory factor analysis. Other tests are more suitable for confirmatory factor analysis. Confirmatory factor analysis, which is widely used for validation purposes, has some limitations and precautions are required, in particular two: reading the resulting indices and selecting the proposed modifications. The process of building and validating a measurement scale seems long, tedious, thorny, etc., to such an extent that it never seems to end.