This article reports a validity study of History Assessments of Thinking (HATs), which are short, constructed-response assessments of historical thinking. In particular, this study focuses on aspects of cognitive validity, which is an examination of whether assessments tap the intended constructs. Think-aloud interviews with 26 high school students were used to examine the thinking elicited by 8 HATs and multiple-choice versions of these tasks. Results showed that although both HATs and multiple-choice items tapped historical thinking processes, HATs better reflected student proficiency in historical thinking than their multiple-choice counterparts. Item format also influenced the thinking elicited, with multiple-choice items eliciting more instances of construct-irrelevant reasoning than the constructed-response versions. Implications for history assessment are discussed.