Despite the claims made about the effectiveness of cross‐cultural training programs, few studies have examined the reliability and validity of the instruments used in these training programs. In this study, the authors examined the factor structure of the Cross‐Cultural Adaptability Inventory (CCAI) via a confirmatory factor analytic approach. A series of confirmatory factor analytic models was tested and applied at the item level to both the CCAI and Goldberg's Big Five Inventory. A confirmatory factor analysis (CFA) model in which a method factor was estimated fits the data significantly better than a model without such a method effect. Further, the method factor suppressed substantive relationships such that the two CCAI factors of Emotional Resilience and Personal Autonomy became significant correlates with self‐reported number of international job assignments after accounting for method variance. Implications for research and practice are discussed.