Pilot studies are often recommended by scholars and consultants to address a variety of issues, including preliminary scale or instrument development. Specific concerns such as item difficulty, item discrimination, internal consistency, response rates, and parameter estimation in general are all relevant. Unfortunately, there is little discussion in the extant literature of how to determine appropriate sample sizes for these types of pilot studies. This article investigates the choice of sample size for pilot studies from a perspective particularly related to instrument development. Specific recommendations are made for researchers regarding how many participants they should use in a pilot study for initial scale development. (Contains 3 figures.)