The development of questionnaires, surveys and psychometric scales is an iterative research process that includes a number of carefully planned stages. Pretesting is a method of checking that questions work as intended and are understood by those individuals who are likely to respond to them. However, detailed reports of appropriate methods to undertake pretesting are currently underrepresented within the literature. This study presents a detailed protocol of a cognitive interview pretesting approach that informed the development of the Exercise Referral Quality of Life Scale -- a measure of life-quality designed specifically for structured clinical exercise settings. This documented approach to pretesting proved a vital stage in the scale development process, without which the item problems detected would have carried forward into the statistical analyses. The current protocol intends to contribute to reducing the current shortfall in pretesting guidance for practitioners and researchers.