Critics of positive psychology have questioned the validity of positive psychological assessment measures (PPAMs), which negatively affects the credibility and public perception of the discipline. Psychometric evaluations of PPAMs have shown that various instruments produce inconsistent factor structures between groups/contexts/times frames, that their predictive validity is questionable, and that popular PPAMs are culturally biased. Further, it would seem positive psychological researchers prioritise date-model-fit over measurement quality. To address these analytical challenges, more innovative and robust approaches towards the validation and evaluation of PPAMs are required to enhance the discipline's credibility and to advance positive psychological science. Exploratory Structural Equation Modelling (ESEM) has recently emerged as a promising alternative to overcome some of these challenges by incorporating the best elements from exploratory- and confirmatory factor analyses. ESEM is still a relatively novel approach, and estimating these models in statistical software packages can be complex and tedious. Therefore, the purpose of this paper is to provide novice researchers with a practical tutorial on how to estimate ESEM with a convenient online tool for Mplus. Specifically, we aim to demonstrate the use of ESEM through an illustrative example by using a popular positive psychological instrument: the Mental Health Continuum-SF. By using the MHC-SF as an example, we aim to provide (a) a brief overview of ESEM (and different ESEM models/approaches), (b) guidelines for novice researchers on how to estimate, compare, report and interpret ESEM, and (c) a step-by-step tutorial on how to run ESEM analyses in Mplus with the De Beer and Van Zyl (2019) ESEM syntax generator. The results of this study highlight the value of ESEM, over and above that of traditional confirmatory factor analytical approaches. The results also have practical implications for measuring mental health with the MHC-SF, illustrating that a bifactor ESEM Model fits the data significantly better than any other theoretical model.