Cognitive neuroscience studies in humans have enabled decades of impactful discoveries but have primarily been limited to recording the brain activity of immobile participants in a laboratory setting. In recent years, advances in neuroimaging technologies have enabled recordings of human brain activity to be obtained during freely moving behaviours in the real world. Here, we propose that these mobile neuroimaging methods can provide unique insights into the neural mechanisms of human cognition and contribute to the development of novel treatments for neurological and psychiatric disorders. We further discuss the challenges associated with studying naturalistic human behaviours in complex real-world settings as well as strategies for overcoming them. We conclude that mobile neuroimaging methods have the potential to bring about a new era of cognitive neuroscience in which neural mechanisms can be studied with increased ecological validity and with the ability to address questions about natural behaviour and cognitive processes in humans engaged in dynamic real-world experiences.