Most psychological models are intended to describe processes that operate within each individual. In many research areas, however, models are tested by looking at results averaged across many individuals, despite the fact that such averaged results may give a misleading picture of what is true for each one. We consider this conundrum with respect to the interpretation of on-average null effects. Specifically, even though an experimental manipulation might have no effect on average across individuals, it might still have demonstrable effects—albeit in opposite directions—for many or all of the individuals tested. We discuss several examples of research questions for which it would be theoretically crucial to determine whether manipulations really have no effect at the individual level, and we present a method of testing for individual-level effects.