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This study examines the development of the United States’ 1940 Decennial Census questionnaire and introduces the concept of "statistical governance." The 1940 census introduced new questions about housing, income, and unemployment, and was the first American census to use the statistical technique of probability sampling. Statisticians and policy makers used census data to guide their decision-making and more efficiently allocate resources. How did such numbers become so important to modern governance, who were the actors involved, and what technologies do states use to govern through statistics? By analyzing congressional documents and social scientific literature of the 1930s and 40s, I show that the development of the 1940 questionnaire exhibits three primary characteristics: 1) the professionalization of social science and the incorporation of social scientific expertise into the federal government; 2) the proliferation of measurable variables about the population; and 3) the problematization of these variables by government officials and the lay public. Building on these findings, I argue that Depression-era America saw the development of a more sophisticated form of statistical governance.