Reflexivity is the act of examining one's own assumptions, beliefs, and judgments, and thinking carefully and critically about how these influence the research process. The practice of reflexivity confronts and questions who we are as researchers and how this guides our research. It is central in debates on objectivity, subjectivity, and the very foundations of social science research and generated knowledge. Incorporating reflexivity in the research process is traditionally recognized as one of the most notable differences between qualitative and quantitative methodologies. Qualitative research centres and celebrates participants’ lived experience, and qualitative researchers are readily encouraged to consider how their own positionalities inform the research process, forming an important part of qualitative research training. Quantitative methodologies in social and personality psychology, on the other hand, have remained seemingly detached from this level of reflexivity and general reflective practises. In this commentary, we, three quantitative researchers who have grappled with the compatibility of reflexivity with our research, argue that reflexivity has much to offer quantitative methodologists, in social and personality psychology and beyond. The act of reflexivity prompts researchers to acknowledge and centre their positionalities, encourages a more thoughtful engagement with every step of the research process, and thus, as we argue, contributes to the ongoing reappraisal of openness and transparency in psychology. In this paper, we make the case for integrating reflexivity across all research approaches, before providing a ‘beginner’s guide’ for quantitative researchers wishing to engage reflexivity within their work, providing concrete recommendations, worked examples, and reflexivity prompts.