Executive functions (EFs), such as response inhibition, interference control, and set shifting, are general-purpose control mechanisms that enable individuals to regulate their thoughts and behaviors. Because bilingual individuals use EF-like processes during language control, researchers have become interested in the hypothesis that this use might train EFs, resulting in better performance on non-linguistic EF tasks. Although this bilingual advantage hypothesis seems straightforward to test, it involves a number of important decisions in terms of how to assess bilingualism and EFs. In this article, I focus on the complexity of measuring EFs, drawing on individual differences research (conducted with participants not selected for bilingualism). Specifically, I discuss issues related to (1) the measurement of EFs (particularly the effects of task impurity and unreliability) and (2) the multicomponent nature of EFs. Within each of these topics, I elaborate on consequences for research on bilingual advantages and provide some recommendations.