Ecological momentary assessment (EMA) is a group of research methods that collect data frequently, in many contexts, and in real-world settings. EMA has been fairly neglected in suicidology. The current article provides an overview of EMA for suicidologists including definitions, data collection considerations, and different sampling strategies. Next, the benefits of EMA in suicidology (i.e., reduced recall bias, accurate tracking of fluctuating variables, testing assumptions of theories, use in interventions), participant safety considerations, and examples of published research that investigate self-directed violence variables using EMA are discussed. The article concludes with a summary and suggested directions for EMA research in suicidology with the particular aim to spur the increased use of this methodology among suicidologists.