Objective tests allow us to study the behavior that people show, without having to resort to the analysis of the verbal descriptions they make about their own behavior. Objective tests have been widely used to study abilities, and it was not until the works of Cattell and Warburton that these instruments also began to be systematically designed to study personality. In this work, we describe what objective tests are and why they have the potential to be a useful instrument in personality assessment. We present what researchers need to know to design an objective personality test. To this end, we offer an example of the process that we followed to design a test that measures self-control. This work could serve as a basis for researchers who want to design this type of instruments.