The goal of this study was to investigate the usefulness of person‐fit analysis in validating student score inferences in a cognitive diagnostic assessment. In this study, a two‐stage procedure was used to evaluate person fit for a diagnostic test in the domain of statistical hypothesis testing. In the first stage, the person‐fit statistic, the hierarchy consistency index (HCI; Cui, 2007; Cui & Leighton, 2009), was used to identify the misfitting student item‐score vectors. In the second stage, students’ verbal reports were collected to provide additional information about students’ response processes so as to reveal the actual causes of misfits. This two‐stage procedure helped to identify the misfits of item‐score vectors to the cognitive model used in the design and analysis of the diagnostic test, and to discover the reasons of misfits so that students’ problem‐solving strategies were better understood and their performances were interpreted in a more meaningful way.