The Experience Sampling Method (ESM) introduces in-situ sampling of human behaviour, and provides researchers and behavioural therapists with ecologically valid and timely assessments of a person’s psychological state. This, in turn, opens up new opportunities for understanding behaviour at a scale and granularity that was not possible just a few years ago. The practical applications are many, such as the delivery of personalised and agile behaviour interventions. Mobile computing devices represent a revolutionary platform for improving ESM. They are an inseparable part of our daily lives, context-aware, and can interact with people at suitable moments. Furthermore, these devices are equipped with sensors, and can thus take part of the reporting burden off the participant, and collect data automatically. The goal of this survey is to discuss recent advancements in using mobile technologies for ESM (mESM), and present our vision of the future of mobile experience sampling.