This case study describes how our research team conducted the qualitative think-aloud approach (or cognitive pretesting) to obtaining cognitive validity evidence for a biology inference-making and reasoning measure for undergraduate students. The main goal of our work was to gather high-quality student think-aloud data of reasoning while they were completing the biology measure to complement quantitative psychometric data of the measure. We provide a detailed case study that demonstrates the development, refinement, and application of our think-aloud protocol. This case study also reveals the challenges we encountered, and discusses the valuable lessons we learned from solving various problems in this process. With this case study, we aim to provide student researchers with not only a brief introduction to basic theories of think-aloud research, a procedural description of how to conduct a think-aloud study for measurement validation purposes, but also a thoughtful discussion of challenges and possible solutions to assist in think-aloud research design. [This paper will be published in the "SAGE Research Methods Cases."]