The Attributional Style Questionnaire (ASQ) is based on theory postulating that attributional style is comprised of three dimensions: internality, stability and globality. The ASQ asks respondents to consider hypothetical events and generate their own cause for each event, rating that cause along 7-point scales corresponding to each of the three attributional dimensions. This study examined whether there is statistical support for these theoretical dimensions in a multitrait-multimethod (MTMM) model, in comparison with alternative models. The six negative events of the ASQ were completed by a large sample of University undergraduates (n = 2748). Confirmatory factor analysis of the MTMM model gave chi(2) (df = 113) = 236.89, p $<$ 0.01, and goodness of fit measures: CFI = 0.98; NFI = 0.97; and RMSEA = 0.02, indicating a very good fit between model and data. This model had a significantly better fit than alternative models, providing statistical support for the MTMM model, and hence the three dimensions of attributional style measured by the negative events of the ASQ. © 2004 Elsevier Ltd. All rights reserved.