Collaboration is one of the most commonly used strategies in the business environment. Enterprises that collaborate need reliable and efficient performance information. However, many collaborative enterprises fail to implement a common performance measurement system in an adequate manner due to the lack of sound mechanisms that connect all the elements within a performance measurement system. The purpose of this paper is to provide a methodology based on a multi-criteria decision method that aids to implement the different elements that compose a performance measurement system for collaborative networks. With this methodology enterprises have a tool to define all the aspects involved in the performance measurement system and to implement it. This approach has been applied to a collaborative enterprise network belonging to the automotive sector.