There are a couple of ways you can tell if a journal is peer-reviewed:

• If it's online, go to the journal home page and check under About This Journal. Often the brief description of the journal will note that it is peer-reviewed or refereed or will list the Editors or Editorial Board.
• Go to the database Ulrichsweb and do a Title Keyword search for the journal. If it is peer-reviewed or refereed, the title will have a little umpire shirt symbol by it.
• BE CAREFUL! A journal can be refereed/peer-reviewed and still have non-peer reviewed articles in it. Generally if the article is an editorial, brief news item or short communication, it's not been through the full peer-review process. Databases like Web of Knowledge will let you restrict your search only to articles (and not editorials, conference proceedings, etc).

TIP: Review articles and Peer-reviewed articles are not the same thing! Review articles synthesize and analyze the results of multiple studies on a topic; peer-reviewed articles are articles of any kind that have been vetted for quality by an expert or number of experts in the field. The bibliographies of review articles can be a great source of original, peer-reviewed empirical articles.