Effective and ethical psychological practice relies on good science, and good science takes theory construction very seriously, as seriously as data collection. There is little point in developing valid research designs and sophisticated data analytic techniques if the ideas driving research are mistaken or trivial. In this paper I explore the problem of theoretical illiteracy for correctional psychological research and practice. First, I discuss why theory is important in science and the dangers of ignoring it. Second, I review the role of theory in addressing the myriad of practical problems facing human beings. Third, I outline three strategies to increase researchers and practitioners' appreciation of theory construction and development: adopting a more comprehensive model of scientific method, epistemic iteration, and promoting model pluralism. Fourth, I take an example of a core concept from correctional psychology, that of dynamic risk factors, and demonstrate how the above strategies can be used to rectify problems with this construct. Finally, I discuss the research, practice and normative implications of my approach to addressing theoretical illiteracy.