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This paper serves as a “best practices guide” for researchers interested in applying intersectionality theory to psychological research. Intersectionality, the mutually constitutive relations among social identities, presents several issues to researchers interested in applying it to research. I highlight three central issues and provide guidelines for how to address them. First, I discuss the constraints in the number of identities that researchers are able to test in an empirical study, and highlight relevant decision rules. Second, I discuss when to focus on “master” identities (e.g., gender) versus “emergent” identities (i.e., White lesbian). Third, I argue that treating identity as a process situated within social structural contexts facilitates the research process. I end with a brief discussion of the implications for the study of intersectionality.