Social scientists are increasingly interested in methodological advances that can illuminate the distinct experiences and health outcomes produced by various systems of inequality (e.g., race, gender, religion, sexual orientation). However, innovative methodological strategies are needed to (a) capture the breadth, complexity, and dynamic nature of moments co-constructed by multiple axes of power and oppression (i.e., intersectional experiences) and (b) keep pace with the increasing interest in testing links between such events and health among underresearched groups. Mixed methods designs may be particularly well suited for these needs, but are seldom adopted. In light of this, we describe a new mixed methods experience sampling approach that can aid researchers in detecting and understanding intersectional experiences, as well as testing their day-to-day associations with aspects of health. Drawn from two separate experience sampling studies examining day-to-day links between intersectional experiences and psychological health-one focusing on Black American LGBQ individuals and another on Muslim American LGBQ individuals-we provide quantitative and qualitative data examples to illustrate how mixed methods investigations can advance the assessment, interpretation, and analysis of everyday experiences constructed by multiple systems of power. Limitations, possible future adaptations, implications for research, and relevance to the clinical context are discussed. (PsycInfo Database Record (c) 2021 APA, all rights reserved).