The fit of cognitive diagnostic models (CDMs) to response data needs to be evaluated, since CDMs might yield misleading results when they do not fit the data well. Limited-information statistic M[subscript 2] and the associated root mean square error of approximation (RMSEA[subscript 2]) in item factor analysis were extended to evaluate the fit of CDMs. The findings suggested that the M 2 statistic has proper empirical Type I error rates and good statistical power, and it could be used as a general statistical tool. More importantly, we found that there was a strong linear relationship between mean marginal misclassification rates and RMSEA[subscript 2] when there was model-data misfit. The evidence demonstrated that 0.030 and 0.045 could be reasonable thresholds for excellent and good fit, respectively, under the saturated log-linear cognitive diagnosis model.