Bayesian statistical methods are slowly creeping into all fields of science and are becoming ever more popular in applied research. Although it is very attractive to use Bayesian statistics, our personal experience has led us to believe that naively applying Bayesian methods can be dangerous for at least 3 main reasons: the potential influence of priors, misinterpretation of Bayesian features and results, and improper reporting of Bayesian results. To deal with these 3 points of potential danger, we have developed a succinct checklist: the WAMBS-checklist (When to worry and how to Avoid the Misuse of Bayesian Statistics). The purpose of the questionnaire is to describe 10 main points that should be thoroughly checked when applying Bayesian analysis. We provide an account of “when to worry” for each of these issues related to: (a) issues to check before estimating the model, (b) issues to check after estimating the model but before interpreting results, (c) understanding the influence of priors, and (d) actions to take after interpreting results. To accompany these key points of concern, we will present diagnostic tools that can be used in conjunction with the development and assessment of a Bayesian model. We also include examples of how to interpret results when “problems” in estimation arise, as well as syntax and instructions for implementation. Our aim is to stress the importance of openness and transparency of all aspects of Bayesian estimation, and it is our hope that the WAMBS questionnaire can aid in this process.