There have been strong critiques of the notion that environmental influences can have an important effect on psychological functioning. The substance of these criticisms is considered in order to infer the methodological challenges that have to be met. Concepts of cause and of the testing of causal effects are discussed with a particular focus on the need to consider sample selection and the value (and limitations) of longitudinal data. The designs that may be used to test hypotheses on specific environmental risk mechanisms for psychopathology are discussed in relation to a range of adoption strategies, twin designs, various types of "natural experiments," migration designs, the study of secular change, and intervention designs. In each case, consideration is given to the need for samples that "pull-apart" variables that ordinarily go together, specific hypotheses on possible causal processes, and the specification and testing of key assumptions. It is concluded that environmental risk hypotheses can be (and have been) put to the test but that it is usually necessary to use a combination of research strategies.