This study puts forth a critical deconstructed quantitative analysis process that systematically interrogated elements of a quantitative study (research questions/hypotheses, sample, measures, analysis, interpretation) in an effort to evaluate and improve intersectional research on sexual and gender minority stress and mental health. Our quantitative study used minority stress processes (anticipated discrimination, social support) as indirect explanations for mental health disparities found between: (1) sexual and gender minorities (n = 167), and (2) sexual minorities only (n = 148) and explored community connectedness as a moderator of these processes. We then applied Cole’s (2009) intersectionality framework questions in our critical deconstructed analysis to evaluate our study. Our quantitative results revealed sexual and gender minorities (compared to sexual minorities only) were at risk for worse mental health due to increased exposure to minority stress processes. However, findings were tempered by limitations, which became evident when systematically evaluating our study using an intersectionality framework. We offer recommendations for future minority stress research and policy, including that researchers implement a critical deconstructed quantitative analysis a priori when designing quantitative studies, in order to better apply an intersectionality framework and improve research.