It is surprising that despite these advantages there are very limited Bayesian SEM studies in tourism (Assaf et al., 2016). We aim in this paper to introduce tourism researchers to the power of the Bayesian SEM approach, and discuss how the method can address some of the main limitations of the covariance-based approach. We discuss several interesting contexts where the Bayesian approach can help SEM researchers overcome complex model situations.With the method not being well established in the tourism literature, we start first with a brief overview of the Bayesian approach, demonstrating its advantages and illustrating how the results can be presented and interpreted. We then discuss the Markov Chain Monte Carlo (MCMC) technique, the most common method for Bayesian estimation. We follow this with an illustration of a Bayesian SEM estimation using the WinBUGS software. We also conduct a Monte Carlo simulation to illustrate the advantages of the Bayesian approach over the covariance-based approach in small samples, using a well-established tourism model. The paper concludes with a discussion of several complicated SEM contexts where the Bayesian approach can provide unique advantages. Our main goal is to encourage the use of Bayesian methods for SEM estimation in the tourism literature.