Despite the relevance of correlational studies for most research domains, many students, teachers, and researchers alike hold misconceptions concerning the Pearson product-moment correlation coefficient. One of these, the transitivity misconception, has not yet been documented in a systematic way. This paper summarizes the first empirical study, using 279 university students, and examines the relationship between student-based and task-based factors and the appearance of this misconception. In particular, two task-based factors seemed to have a significant effect on its appearance. In addition, the respondents’ level of confidence in their answer to the transitivity item was significantly lower than for most other times.