The assessment of student learning outcomes in the tertiary school sector has seen an increase in global popularity in recent years. Measurement instruments that target higher order skills are on the rise, whereas assessments that foster the recall of factual knowledge are declining. The Assessment of Higher Education Learning Outcomes (AHELO) project was designed with the goal of developing a cross-national concept for valid assessment of generic and domain-specific student learning outcomes on an international comparative basis. AHELO and other international comparative assessment systems face numerous methodological challenges that pertain to test design and development, translation, adaptation, student sampling, scoring, reporting, and the validity of score interpretations. The goal of this paper is to generate ideas for the improvement of cross-national research agendas, such as the AHELO project. The main purpose is to focus on the lessons learned from the AHELO feasibility study and other international assessment studies that help inform the research of future multinational educational assessment studies.