To advance cognitive theory, researchers must be able to parse the performance of a task into its significant mental stages. In this article, we describe a new method that uses functional MRI brain activation to identify when participants are engaged in different cognitive stages on individual trials. The method combines multivoxel pattern analysis to identify cognitive stages and hidden semi-Markov models to identify their durations. This method, applied to a problem-solving task, identified four distinct stages: encoding, planning, solving, and responding. We examined whether these stages corresponded to their ascribed functions by testing whether they are affected by appropriate factors. Planning-stage duration increased as the method for solving the problem became less obvious, whereas solving-stage duration increased as the number of calculations to produce the answer increased. Responding-stage duration increased with the difficulty of the motor actions required to produce the answer.