Clinicians frequently encounter problem behaviors such as self-harm, restrictive eating, binge eating, alcohol misuse, drug misuse, smoking, sexual promiscuity, internet addiction, excessive exercise, and aggression. Although these behaviors commonly co-occur, no scale exists to measure them concurrently. Based on data from two opportunity samples (N = 691 and N = 53), this study designed and validated a composite measure of the problem behaviors noted above. The Composite Measure of Problem Behaviors, developed using exploratory factor analysis, demonstrated good psychometric properties. Subsequent confirmatory factor analysis, using both the first (N = 691) and a third sample (N = 740), identified a common higher order factor that accounted for covariance between behaviors. Findings thus suggest that despite the formal dissimilarity of behaviors assessed, a common function may explain their covariation. © 2011 Wiley Periodicals, Inc. J Clin Psychol 67:1–16, 2011.