This study assesses the construct validity of a measure of mental toughness, Loehr's Psychological Performance Inventory. Performers (N = 408, 303 men, 105 women, M age = 24.0 yr., SD = 6.7) drawn from eight sports (artistic rollerskating, basketball, canoeing, golf, rugby league, rugby union, soccer, swimming), and competing at either international, national, county and provincial, or club and regional standards. They completed the 42-item Psychological Performance Inventory during training camps. Principal components analysis provided minimal support for the factor structure. Instead, the exploratory analysis yielded a 4-factor 14-item model (PPI-A). A single factor underlying mental toughness (G(MT)) was identified with higher-order exploratory factor analysis using the Schmid-Leiman procedure. Psychometric analysis of the model, using confirmatory analysis techniques, fitted the data well. Collectively satisfying absolute and incremental fit index benchmarks, the inventory possesses satisfactory psychometric properties, with adequate reliability and convergent and discriminant validity. The results lend preliminary support to the factorial validity and reliability of the model; however, further investigation of its stability is required before recommending practitioners use changes in scores as an index for evaluating effects of training in psychological skills.