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The purpose of this study is to describe a data collection tool called whole-class think alouds (WCTAs). WCTAs are intended to examine students’ problem solving. Data were collected from 63 third-grade students. One finding from WCTAs was that students’ responded in anticipated ways. A second finding was that students felt comfortable in WCTAs, which were conducted in their everyday classroom setting. Taken together, an implication is that WCTAs also double as a means for teachers and researchers to engage in formative assessment about students’ problem solving. As a result, both teachers and researchers gleam important and useful findings about what students know, their mathematical thinking, and degrees to which assessments and learning are aligned.