This approach involves a researcher immersing him or herself into a given situation or group, participating in it yet simultaneously noting how it works and interacts. The immersion may be 'covert', in which the people being observed are not aware of the research, or it may be overt, in which the respondents are told of the research and asked for their permission to be involved.  It must be noted that certain ethical considerations must be contemplated when conducting this kind of research in particular.

This technique is most commonly used for ‘accompanied shops’, in which consumers are joined by a researcher during a specific shopping trip, during which they discuss the decisions and thoughts they go through during the shopping process. Other options are to use the method in order to assess people's reactions to a given stimuli, for example a tourist attraction, car, or activity.