Genetically encoded calcium indicators for visualizing dynamic cellular activity have greatly expanded our understanding of the brain. However, owing to the light-scattering properties of the brain, as well as the size and rigidity of traditional imaging technology, in vivo calcium imaging has been limited to superficial brain structures during head-fixed behavioral tasks. These limitations can now be circumvented by using miniature, integrated microscopes in conjunction with an implantable microendoscopic lens to guide light into and out of the brain, thus permitting optical access to deep brain (or superficial) neural ensembles during naturalistic behaviors. Here we describe steps to conduct such imaging studies using mice. However, we anticipate that the protocol can be easily adapted for use in other small vertebrates. Successful completion of this protocol will permit cellular imaging of neuronal activity and the generation of data sets with sufficient statistical power to correlate neural activity with stimulus presentation, physiological state and other aspects of complex behavioral tasks. This protocol takes 6-11 weeks to complete.