The relationship between conventional beliefs and illegal behavior is a concern of social psychological theories (cognitive consistency) and criminological theories (learning and control). Empirical evidence from correlational studies has, to date, suggested that illegal behavior influences conventional beliefs more than conventional beliefs influence illegal behavior. The limitations of a purely correlational approach to examining the relationship between conventional belief and illegal behavior are detailed, and the reasons for supplementing a correlational approach with a stage-state analysis of the temporal order of changes in the two variables are explained. Using a stage-state analysis in addition to structural equation models reveals aspects of the relationship between conventional beliefs and illegal behavior that were not apparent from the structural equations alone. It appears that weakening of conventional beliefs usually takes place before initiation of illegal behavior, but once both have occurred, illegal behavior has a stronger influence on conventional beliefs than conventional beliefs have on illegal behavior, and the influence of conventional beliefs on illegal behavior is indirect, mediated by exposure to delinquent peers.