Quality of life (QoL) is now widely recognised as a multidimensional concept. This study validates an instrument to measure multidimensional QoL, and investigates the relationships between the domains thereof. The domains analysed are: health, housing and infrastructure, socio-economic status, social relationships, governance and safety. We utilise a rich household-level dataset collected by the GCRO on QoL in the Gauteng city-region of South Africa. To validate the instrument, we subject the different domains to exploratory factor analysis (EFA) to confirm the unidimensionality of each dimension, and then employ confirmatory factor analysis (CFA) to validate the instrument and to investigate the interrelationships between the domains of QoL. The results show that the items included to measure the different scales/domains of QoL are valid measures of the constructs. Furthermore, all domains are positively related, implying that policy measures implemented to improve a specific dimension may also positively influence the other domains of QoL.