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OBJECTIVE: Cross-sectional studies are often used in psychiatric research as a basis of longitudinal inferences about developmental or disease processes. While the limitations of such usage are often acknowledged, these are often understated. The authors describe how such inferences are often, and sometimes seriously, misleading. METHOD: Why and how these inferences mislead are here demonstrated on an intuitive level, by using simulated data inspired by real problems in psychiatric research. >RESULTS: Four factors with major roles in the relationship between cross-sectional studies and longitudinal inferences are selection of time scale, type of developmental process studied, reliability of measurement, and clarity of terminology. The authors suggest how to recognize inferential errors when they occur, describe how to protect against such errors in future research, and delineate the circumstances in which only longitudinal studies can answer crucial questions. CONCLUSIONS: The simple conclusion is that one must always use the results of cross-sectional studies to draw inferences about longitudinal processes with trepidation.