One could argue that cognitive psychology has the goal to describe the mental (i.e., informational) processes that mediate the impact of the environment on behavior. Achieving this goal is challenging because it deals with a nonphysical subject matter (i.e., information). To circumvent this problem, researchers often turn to problematic research practices such as the use of behavioral, physiological, or neurological proxies of mental entities. Other researchers change their goals (e.g., the goal to understand the brain), thus effectively abandoning cognitive psychology (e.g., become neuroscientists), or see the goals of cognitive psychology as being at the service of other, distal goals (e.g., the goal to predict and influence behavior). I discuss some of the implications of these three responses to the complexity of cognitive psychology (use of proxies, switch to neuroscience, formulate distal goals) and argue that researchers can benefit from being more explicit about their scientific goals.