In 1946, Public Law 588 of the 79th Congress established the Office of Naval Research (ONR). Its mission was to plan, foster and encourage scientific research in support of Naval problems. The establishment of ONR predates the National Science Foundation and initiated the refocusing of scientific infrastructure in the United States following World War II. At the time, ONR was the only source for federal support of basic research in the United States. Dorothy Gilford was one of the first Heads of the Probability and Statistics program at the Office of Naval Research (1955 to 1962), and she went on to serve as Director of the Mathematical Sciences Division (1962 to 1968). During her time at ONR, Dorothy influenced many areas of statistics and mathematics and was ahead of her time in promoting interdisciplinary projects. Dorothy continued her career at the National Center for Education Statistics (1969 to 1974). She was active in starting international comparisons of education outcomes in different countries, which has influenced educational policy in the United States. Dorothy went on to serve in many capacities at the National Academy of Sciences, including Director of Human Resources Studies (1975 to 1978), Senior Statistician on the Committee on National Statistics (1978 to 1988) and Director of the Board on International Comparative Studies in Education (1988 to 1994). The following is a conversation we had with Dorothy Gilford in March of 2004. We found her to be an interesting person and a remarkable statistician. We hope you agree.