A Monte Carlo study extended the research of MacKinnon, Lockwood, Hoffman, West, and Sheets (2002) for single-level designs by examining the statistical performance of four methods to test for mediation in a multilevel experimental design. The design studied was a two-group experiment that was replicated across several sites, included a single intervening variable and outcome, and assumed that the effects of the treatment and mediator were constant across sites. The findings provide new evidence of the benefits of and further support for using the asymmetric confidence limits approach to test for mediation. In addition, the authors provide further support for using confidence intervals to assess if treatment effects are completely mediated, as using traditional hypothesis testing may lead to erroneous conclusions.