The ability to empathize with other people’s feelings of distress has been widely studied in psychology. However, no questionnaire to date has been developed in order to measure such distress responses and their behavioural correlates. Three studies describe the development and the validation of the Vicarious Distress Questionnaire (VDQ), which is a self-report measure that assesses participants’ distress responses as well as their consequences (support or avoidance) in response to another’s distress. In Study 1, we developed items and assessed the factor structure of the VDQ. Study 2 presented a confirmatory factor analysis that supported the three-factor model (Distress, Support, and Avoidance factors) and showed good scale score reliability. Study 3 showed significant correlations among the factors of the VDQ and measures of affective empathy, anxiety disorders, alexithymia, and mood disorders. The Distress factor of the VDQ also showed satisfactory discriminant validity with the cognitive factors of empathy (i.e., Perspective Taking and Fantasy). Taken together, these results provide comprehensive support for the validity and reliability of the VDQ.