Strategic Human Resource Management (SHRM) researchers have recently turned their attention to using various levels of analysis in examining the relationship between HRM and performance. Despite several calls for research that integrates multiple levels of analysis, HRM research has yet to apply a multilevel approach to its full advantage. In our view, the paucity of multilevel research is rooted in the lack of what we label multilevel thinking: the application of multilevel principles. In this conceptual paper, we develop 9 guidelines based on tailored multilevel HRM principles that offer a course of action for scholars who are interested in conducting multilevel HRM research. Following Kozlowski and Klein (2000), we build these principles around the what, how, where, when, and why questions in multilevel HRM research. Based on an analysis of 88 empirical multilevel HRM studies, we identify the approaches commonly applied when using multilevel principles, explain the weaknesses in current multilevel HRM studies, and offer what we consider good examples of a rigorous approach.