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Pilot studies serve a uniquely important role in intervention research by examining the feasibility of the intervention and the methods used to test them. Mixed methods can provide rigorous and efficient approaches to meet the goals of pilot studies, but researchers lack information about how to apply mixed methods to address pilot study goals. The purpose of this methodological discussion is to offer practical guidance for how intervention researchers can integrate methods within mixed methods pilot studies to address feasibility questions. We define mixed methods pilot studies and then introduce four strategies and discuss how researchers can use them to optimize the use of mixed methods for examining issues of feasibility in the context of conducting a pilot study.