In this paper, we respond to comments by Neff et al. (2018) made about our finding that the negative dimensions of self‐compassion were redundant with facets of neuroticism (rs ≥ 0.85; Pfattheicher et al., 2017) and not incrementally valid. We first provide epistemological guidance for establishing psychological constructs, namely, three hurdles that new constructs must pass: theoretically and empirically sound measurement, discriminant validity, and incremental validity—and then apply these guidelines to the self‐compassion scale. We then outline that the critique of Neff et al. (2018) is contestable. We question their decisions concerning data‐analytic methods that help them to circumvent instead of passing the outlined hurdles. In a reanalysis of the data provided by Neff et al. (2018), we point to several conceptual and psychometric problems and conclude that self‐compassion does not overcome the outlined hurdles. Instead, we show that our initial critique of the self‐compassion scale holds and that its dimensions are best considered facets of neuroticism. © 2018 European Association of Personality Psychology