A new approach to the study of thinking and personality is described, and applications to cognitive and behavioral analysis and psychotherapy discussed. The method involves randomly sampling a subject's thoughts or behaviors over extended periods of time throughout all his natural activities. An exemplary study provides a quantitative description of the thinking of undergraduate volunteers. Subjects wrote down their current thought and behavior when interrupted at random intervals by a portable device. Each sampled thought could be reliably rated on scales assessing certain aspects of thinking. Subjects were consistent in their thinking, and the thought processes of males (but not females) depended on the time of day.