Simulation-based estimation methods have become more widely used in recent years. We propose a set of tests for structural change in models estimates via Simulated Method of Moments (see Duffie and Singleton (1993)). These tests extend the recent work of Andrews (1993) and Sowell (1996a, b) which covered Generalized Method of Moments estimators not involving simulation. We derive the asymptotic distribution of various tests. We show that the number of simulations does not affect the asymptotic distribution nor the asymptotic local power of tests for structural change. A Monte Carlo investigation of the finite sample size and power reveals, however, that simulation uncertainty does affect the properties of tests. Nevertheless, even a relatively small number of simulations suffices to obtain tests with desirable small sample size and power properties.