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Although the link between government performance and citizen trust in government seems intuitive, the relationship is not supported in some of the literature. This article argues that the difficulty of empirically demonstrating this link is rooted in the difficulty of defining and measuring government performance meaningfully. Performance measurement can improve citizen trust in government directly through citizen participation in the evaluation process or indirectly by improving citizens’ perceptions of government performance. To achieve this potential, current performance-measurement practice must be improved: to measure what citizens really care about, to be more systematic and integrated across agencies, to include other governing entities, and to become an ongoing participatory process in which governments and citizens are both transformed.