The science of mind wandering has rapidly expanded over the past 20 years. During this boom, mind wandering researchers have relied on self-report methods, where participants rate whether their minds were wandering. This is not an historical quirk. Rather, we argue that self-report is indispensable for researchers who study passive phenomena like mind wandering. We consider purportedly “objective” methods that measure mind wandering with eye tracking and machine learning. These measures are validated in terms of how well they predict self-reports, which means that purportedly objective measures of mind wandering retain a subjective core. Mind wandering science cannot break from the cycle of self-report. Skeptics about self-report might conclude that mind wandering science has methodological foundations of sand. We take a rather more optimistic view. We present empirical and philosophical reasons to be confident in self-reports about mind wandering. Empirically, these self-reports are remarkably consistent in their contents and behavioral and neural correlates. Philosophically, self-reports are consistent with our best theories about the function of mind wandering. We argue that this triangulation gives us reason to trust both theory and method.