This article describes the theoretical background and methodology of ecological momentary assessment (EMA) and reports results from a pilot study using EMA techniques in 16 children and adolescents with affective disorders and 5 subjects who were healthy and at low risk to develop future affective disorders. Multiple daily assessments of the subjects' mood, thoughts, and behaviors were performed in their natural environments using brief interviews on cellular phone calls by the study staff and by wrist actigraphy. The pilot results demonstrated that the EMA methodology is feasible in this population, as 17 of 21 subjects were able to complete the entire 8-week protocol. The potential usefulness of the EMA methodology is illustrated by specific case reports. Potential applications of the EMA methodology to the study of neurobehavioral systems and the pathophysiology of pediatric affective disorders are discussed.