Self-reporting of sensitive data is often unreliable, particularly when questions are asked about culturally or socially censured behaviours. This study aimed to improve the validity of questionnaire responses through cognitive interviewing of young people in Zimbabwe to better understand their underlying thought processes when responding to sexual behaviour questions. A questionnaire was developed in English and translated into Shona. Three rounds of cognitive interviewing were conducted with 65 young people. Data were coded and analysed using principles of grounded theory. Young women emphasised that they would not admit to having participated in sexual activities if questions were phrased in such a way that they could be seen as having initiated them. They suggested that in order to legitimise women's participation, the wording of their sexual questions should use the passive tense. The Shona term for 'vaginal sex' is used to refer to both consensual and non-consensual sex. In Shona, there is no formal term for anal sex and phrasing this activity in a way that was both acceptable and understood proved particularly challenging. Cognitive interviewing is useful in exploring the underlying thought processes and the cultural context behind question responses. Examining the cultural and societal norms within a study population is key to obtaining valid responses.