What makes a measure of well-being valid? The dominant approach today, construct validation, uses psychometrics to ensure that questionnaires behave in accordance with background knowledge. Our first claim is interpretive—construct validation obeys a coherentist logic that seeks to balance diverse sources of evidence about the construct in question. Our second claim is critical—while in theory this logic is defensible, in practice it does not secure valid measures. We argue that the practice of construct validation in well-being research is theory avoidant, favoring a narrow focus on statistical tests while largely ignoring relevant philosophical considerations.