Resumo: Organizations design and execute strategies but, frequently, the executives arrive at the point of seeing that the execution/performance hasn’t got the levels promised by the strategy. They face a gap between strategy and performance. The origin of this problem is not clear. Do we have a bad strategy? Or, we designed a good strategy, but have a bad execution? The solution we advise for that problem is the use of models and instruments for performance management, but using them as an integrated system. We focus the Balanced Scorecard, the Strategy Maps and other tools. We conclude the paper advising the organizations that, after selecting the right tools, they must use them as an integrated and interactive system. With this approach they can reduce/eliminate the gap between strategy and performance.