Mediational studies are often of interest in psychology because they explore the underlying relationship between 2 constructs. Previous research has shown that cross-sectional designs are prone to biased estimates of longitudinal mediation parameters. The sequential design has become a popular alternative to the cross-sectional design for assessing mediation. This design is a compromise between the cross-sectional and longitudinal designs because it incorporates time in the model but has only 1 measurement each of X, M, and Y. As such, this design follows the recommendation of the MacArthur group approach, which stresses the importance of multiple waves of data for studying mediation. These 2 designs were compared to see whether the sequential design assesses longitudinal mediation more accurately than the cross-sectional design. Specifically, analytic expressions are derived for the bias of estimated direct and indirect effects as calculated from the sequential design when the actual mediational process follows a longitudinal autoregressive model. It was found that, in general, the sequential design does not assess longitudinal mediation more accurately than the cross-sectional design. As a result, neither design can be depended on to assess longitudinal mediation accurately.