Attention-deficit/hyperactive disorder (ADHD) is characterized by symptoms which are dynamic in nature: states of hyperactivity, inattention and impulsivity as core symptoms, and emotion dysregulation as associated feature. Although tremendous work has been done to investigate between-subject differences (how patients with ADHD differ from healthy controls or patients with other disorders), little is known about the relationship between symptoms with triggers and contexts, that may allow us to better understand their causes and consequences. Understanding the temporal associations between symptoms and environmental triggers in an ecologically valid manner may be the basis to developing just-in-time adaptive interventions. Fortunately, recent years have seen advances in methodology, hardware and innovative statistical approaches to study dynamic processes in daily life. In this narrative review, we provide a description of the methodology (ambulatory assessment), summarize the existing literature in ADHD, and discuss future prospects for these methods, namely mobile sensing to assess contextual information, real-time analyses and just-in-time adaptive interventions.