Ecological momentary assessment (EMA) is a method for collecting data in real time and in real-world settings in order to avoid retrospective biases, collect ecologically valid data, and study behavioral processes over time. EMA is particularly suited for studying substance use because use is episodic and related to contextual factors like mood, setting, and cues. This chapter addresses the application of EMA to substance use research, describing important elements of EMA design and analysis and illustrating them with examples from substance use research. It discusses and reviews data on methodological issues such as compliance and reactivity and covers considerations in designing EMA studies of substance use. Data on the associations between EMA data on substance use and more traditional self-report data are reviewed. EMA methods reveal substance use patterns not captured by questionnaires or retrospective data and hold promise for substance use research and treatment.