Common UX research methodologies such as in-depth interviews and quantitative surveys are efficient in providing a snapshot of user behavior, but pulls the participants out of their context into a lab-like setting. Diary studies, on the other hand, asks users to participate in their own environment, over a defined period of time. The resulting data is rich, in-context data that shows the details of user behavior. The longer time period ensures that data gathered is a true representation of user behavior versus idealized instances. However, diary studies require a different approach than IDIs, surveys and usability testing, which are often cross-sectional and experimental in nature. We will provide an overview of the benefits of diary studies as an UX methodology, as well as its use case, requirements, and study design. Furthermore, the team will provide practical advice and knowledge in running a diary study as UX researchers.