Increased attention to statistical concepts has been a prevalent trend in revised mathematics curricula across grade levels. However, the preparation of secondary school mathematics educators has not received similar attention, and learning opportunities provided to these educators is oftentimes insufficient for teaching statistics well. The purpose of this study is to analyze pre-service teachers' conceptions about confidence intervals. This research inquired about statistical reasoning from the perspective of students majoring in mathematics education enrolled in an undergraduate statistics education course who have previously completed an introductory course in statistics. We found common misconceptions among pre-service teachers participating in this study. An unanticipated finding is that all the pre-service teachers believed that the construction of a confidence interval relies on a sampling distribution that does not contain every possible sample. Instead, they believed it is necessary to take multiple samples and build a distribution of their means. I called this distribution the Multi-Sample Distribution (MSD).