Are you measuring amps on the input or output?

But yes, to measure the amp draw, something has to be drawing the amps. So if you are just trying to measure amps, you do need to have a load on the PS. And then, if you are measuring the output side, you will be measuring the the amp draw of the load, not really the amps of the PS. The other thing to mention, is that as you get close to max load, you may see the voltage drop.

Hope I explained this well enough.