Explanations of error in survey self-reports have focused on social desirability: that respondents answer questions about normative behavior to appear prosocial to interviewers. However, this paradigm fails to explain why bias occurs even in self-administered modes like mail and web surveys. We offer an alternative explanation rooted in identity theory that focuses on measurement directiveness as a cause of bias. After completing questions about physical exercise on a web survey, respondents completed a text message–based reporting procedure, sending updates on their major activities for five days. Random assignment was then made to one of two conditions: instructions mentioned the focus of the study, physical exercise, or not. Survey responses, text updates, and records from recreation facilities were compared. Direct measures generated bias—overreporting in survey measures and reactivity in the directive text condition—but the nondirective text condition generated unbiased measures. Findings are discussed in terms of identity.