Clearly defined and measurable goals are commonly considered prerequisites for effective evaluation. Goal setting, however, presents a paradox to evaluators because it takes place at the interface of rationality and values. The objective of this article is to demonstrate a method for unlocking this paradox by making goal setting a process of evaluating goals, not simply defining them. Goals can be evaluated by asking program stakeholders why their goals are important to them. Systematic inquiry into goals also prepares the ground for setting consensual goals that express what stakeholders really care about. This article describes the method, provides a case illustration, offers guidelines for practice, and discusses the method in the context of the evaluation literature on goals and goal setting. (Contains 1 note.)