Research on statistical cognition and application suggests that statistical inference concepts are commonly misunderstood by students and even misinterpreted by researchers. Although some research has been done on students' misunderstanding or misconceptions of confidence intervals (CIs), few studies explore either students' or mathematics teachers' thoughts underlying these misconceptions. This article discusses a study in which researchers developed an instrument for collecting teachers' thoughts on the CI-related concepts of binomial and normal sampling distributions and CIs in order to investigate mathematics teachers' underlying thoughts about CIs.