In this article, the advantages and drawbacks of using Experience Sampling Methodology (ESM), especially signal-contingent ESM, to study psychological variables in the workplace are described. It is argued that ESM can be a valuable tool in the field study of work, with the potential to answer different research questions than can be answered by traditional cross-sectional research. To illustrate ESM, an application of signal-contingent ESM to the examination of mood and concurrent task perceptions at work is presented. Study results indicate that both perceived goal progress and skill on task influence task enjoyment and mood. Also described and illustrated is an adaptation of pooled time-series hierarchical regression for analyzing immediate, short-term retrospective (end-of-day), and individual difference variables in a single framework. In conjunction, ESM data collection and hierarchical regression analysis provide a useful approach for studies that examine immediate work experiences.