The aim of this article is to identify the measurement challenges involved in obtaining sensitive health outcomes from Mexican women in both settled and unsettled segments of the United States population and to suggest how cognitive assessment techniques might be better employed to construct culturally and linguistically appropriate survey instruments. These objectives will be illustrated through a project with recent Mexican immigrants in North Carolina that constructs items to measure last menstrual period--an important indicator in gauging the gestational age of a fetus. Guidelines for conducting focus groups and cognitive interviews with this population are emphasized. (Contains 2 tables.)