Fidelity rates of pair-bonded individuals are of considerable interest to behavioral and population biologists as they can influence population structure, mating rates, population productivity, and gene flow. Estimates of fidelity rates calculated from direct observations of pairs in consecutive breeding seasons may be biased because (i) individuals that are not seen are assumed to be dead, (ii) variation in the detectability of individuals is ignored, and (iii) pair status must be known with certainty. This can lead to a high proportion of observations being ignored. This approach also restricts the way variation in fidelity rates for different types of individuals, or the covariation between fidelity and other vital rates (e.g., survival) can be analyzed. In this study, we develop a probabilistic multievent capture–mark–recapture (MECMR) modeling framework for estimating pair fidelity rates that accounts for imperfect detection rates and capture heterogeneity, explicitly incorporates uncertainty in the assessment of pair status, and allows estimates of state-dependent survival and fidelity rates to be obtained simultaneously. We demonstrate the utility of our approach for investigating patterns of fidelity in pair-bonded individuals, by applying it to 30 years of breeding data from a wild population of great tits Parus major Linnaeus. Results of model selection supported state-dependent recapture, survival, and fidelity rates. Recapture rates were higher for individuals breeding with their previous partner than for those breeding with a different partner. Faithful birds that were breeding with the same partner as in the previous breeding season (i.e., at t − 1) experienced substantially higher survival rates (between t and t + 1) and were also more likely to remain faithful to their current partner (i.e., to remain in the faithful state at t + 1). First year breeders were more likely to change partner than older birds. These findings imply that traditional estimates, which do not account for state-dependent parameters, may be both inaccurate and biased, and hence, inferences based on them may conceal important biological effects. This was demonstrated in the analysis of simulated capture histories, which showed that our MECMR model was able to estimate state-dependant survival and pair fidelity rates in the face of varying state-dependant recapture rates robustly, and more accurately, than the traditional method. In addition, this new modeling approach provides a statistically rigorous framework for testing hypothesis about the causes and consequences of fidelity to a partner for natural populations. The novel modeling approach described here can readily be applied, either in its current form or via extension, to other populations and other types of dyadic interactions (e.g., between nonpaired individuals, such as parent–offspring relationships, or between individuals and locations, such as nest-site fidelity).