To identify the challenges that students must meet to engage in effective self-directed inquiry, a class was followed for three years, from the fourth through the sixth grades, as they engaged in a sequence of progressively more demanding inquiry activities. Students made substantial progress in understanding the objectives of inquiry, identifying questions, attending to evidence, identifying patterns, making controlled comparisons, interpreting increasingly complex data, supporting claims, and drawing justified conclusions. Retaining awareness of inquiry objectives and integrating influences of multiple variables in predicting outcomes were two areas that remained challenging. A comparison group of seventh graders who had not been involved in the program displayed strikingly different approaches to an inquiry task, indicating that the skills identified here are not ones that develop in the absence of appropriate kinds of educational experiences. (Contains 6 figures and 3 tables.)