The development and promotion of social-emotional skills in childhood and adolescence contributes to subsequent well-being and positive life outcomes. However, the assessment of these skills is associated with conceptual and methodological challenges. This review discusses how social-emotional skill measurement in youth could be improved in terms of skills’ conceptualization and classification, and in terms of assessment techniques and methodologies. The first part of the review discusses various conceptualizations of social-emotional skills, demonstrates their overlap with related constructs such as emotional intelligence and the Big Five personality dimensions, and proposes an integrative set of social-emotional skill domains that has been developed recently. Next, methodological approaches that are innovative and may improve social-emotional assessments are presented, illustrated by concrete examples. We discuss how these innovations could advance social-emotional assessments, and demonstrate links to similar issues in related fields. We conclude the review by providing several concrete assessment recommendations that follow from this discussion.