Crocker and Major (1989) hypothesized three mechanisms by which members of stigmatized groups may protect self-esteem. The mechanisms are: (1) in-group social comparisons; (2) valuing/devaluing performance selectively; and (3) racial prejudice. A test of Crocker and Major's hypothesized mechanisms was produced with the development of the Protective Style Questionnaire (PSQ) which was administered to a sample of 78 African-American adolescents. Scores obtained from the PSQ indicated reliability estimates of .89, and high factor loadings supported the orthogonality of the three mechanisms. This study lends support to Crocker and Major's hypothesis that stigmatized people make in-group social comparisons as a way to protect self-esteem. The racial prejudice hypothesis was also endorsed, but less frequently, and the devaluing/valuing performance selectively hypothesis was endorsed sparingly. An appendix reprints the PSQ. Two tables and four figures present data and statistical analysis. (Author/TS)