This article defines the concept of Domain Theory, or, when educational measurement is the goal, one might call it a "Learning Theory of Progressive Attainments in X Domain". The concept of Domain Theory is first shown to be rooted in validity theory, then the concept of domain theory is expanded to amplify its necessary but long neglected connection to design research disciplines. The development of a local learning theory of progressive attainments in the domain of Fluent Oral Reading is presented as an illustration. Such a theory is local to a defined domain of application, having well delineated boundaries. It depends on measures having a deep and valid connection to constructs, and the constructs back to the items or tasks at pertinent levels of the measurement scale. Thus instrument development and theory development, which occur in tandem, depend on establishing construct validity in a deep and thoroughgoing manner.