Objective: The experience sampling method (ESM) represents a valuable way of assessing clinical phenomena in real world settings and across time. Despite its theoretical advantages, using this methodology in psychiatric populations is challenging. This paper acts as a guide to researchers wishing to employ this approach when investigating mental illness.Method: The contents represent the opinions of researchers around the United Kingdom and the Netherlands who are experienced at using the ESM.Results: In ESM studies, participants are required to fill in questions about their current thoughts, feelings and experiences when prompted by an electronic device (e.g. a wristwatch, PDA). Entries are typically made at fixed or random intervals over 6 days. This article outlines how to design and validate an ESM diary. We then discuss which sampling procedure to use and how to increase compliance through effective briefing and telephone sessions. Debriefing, data management and analytical issues are considered, before suggestions for future clinical uses of the ESM are made.Conclusion: The last decade has seen an increase in the number of studies employing the ESM in clinical research. Further research is needed to examine the optimal equipment and procedure for different clinical groups. © 2010 John Wiley & Sons A/S.