In this article, we offer a primer on “classical” frequentist statistics. In doing so, we aim to (1) provide social workers with a nuanced overview of common statistical concepts and tools, (2) clarify ways in which these ideas have oft been misused or misinterpreted in research and practice, and (3) help social workers better understand what frequentist statistics can and cannot offer. We begin broadly, starting with foundational issues in the philosophy of statistics. Then, we outline the Fisherian and Neyman–Pearson approaches to statistical inference and the practice of null hypothesis significance testing. We then discuss key statistical concepts including α, power, p values, effect sizes, and confidence intervals, exploring several common misconceptions about their use and interpretation. We close by considering some limitations of frequentist statistics and by offering an opinionated discussion on how social workers may promote more fruitful, responsible, and thoughtful statistical practice.