As the field of educational neuroscience continues to grow, questions have emerged regarding the ecological validity and applicability of this research to educational practice. Recent advances in mobile neuroimaging technologies have made it possible to conduct neuroscientific studies directly in naturalistic learning environments. We propose that embedding mobile neuroimaging research in a cycle (Matusz, Dikker, Huth, & Perrodin, 2019), involving lab-based, seminaturalistic, and fully naturalistic experiments, is well suited for addressing educational questions. With this review, we take a cautious approach, by discussing the valuable insights that can be gained from mobile neuroimaging technology, including electroencephalography and functional near-infrared spectroscopy, as well as the challenges posed by bringing neuroscientific methods into the classroom. Research paradigms used alongside mobile neuroimaging technology vary considerably. To illustrate this point, studies are discussed with increasingly naturalistic designs. We conclude with several ethical considerations that should be taken into account in this unique area of research.