This article discusses the nonuse, misuse, and proper use of pilot studies in experimental evaluation research. The authors first show that there is little theoretical, practical, or empirical guidance available to researchers who seek to incorporate pilot studies into experimental evaluation research designs. The authors then discuss how pilot studies can be misused, using statistical simulations to illustrate the error that can result from using effect sizes from pilot studies to decide whether to conduct a full trial or using effect sizes from pilot studies as the basis of power calculations in a full trial. Informed by the review of the literature and these simulation results, the authors conclude by proposing practical suggestions to researchers and practitioners on how to properly use pilot studies in experimental evaluation research.