The last decade has seen substantial advances in the capacity to record behaviour and neural activity in humans in real-world settings, to simulate real-world situations in laboratory settings and to apply sophisticated analyses to large-scale data. Along with these developments, a growing number of groups has begun to advocate for real-world neuroscience and cognitive science. Here, we review the arguments and the available methods for real-world research and outline an overarching framework that embeds key ideas proposed in the literature integrating them into a cyclic process of 'bringing the lab to the real world' (recording behavioural and neural activity in real-world settings) and 'bringing the real-world to the lab' (manipulating the environments in which behaviours occur in the laboratory) that combines exploratory and confirmatory research and is interdisciplinary (including those sciences concerned with the natural, built or virtual environment). We highlight the benefits brought by this framework emphasizing the greater potential for novel discovery, theory development and human-centred applications to the environment.