Most current research in cognitive neuroscience uses standardized non-ecological experiments to study the developing brain. But these approaches do a poor job of mimicking the real-world, and thus can only provide a distorted picture of how cognitive operations and brain development unfold outside of the lab. Here we consider future research avenues which may lead to a better appreciation of how developing brains dynamically interact with a complex real-world environment, and how cognition develops over time. We raise several problems faced by current mainstream methods in the field, before briefly reviewing novel promising approaches that alleviate some of these issues. First, we consider research that examines perception by measuring entrainment between brain activity and temporal patterns in naturalistic stimuli. Second, we consider research that examines our ability to parse our continuous experience into discrete events, and how this ability develops over time. Third, we consider the role of children as active agents in selecting what they sample from the environment from one moment to the next. Fourth, we consider new approaches that measure how mutual influences between children and others are instantiated in suprapersonal brain networks. Finally, we discuss how we may reduce adult biases when designing developmental studies. Together, these approaches have great potential to further our understanding of how the developing brain learns to process information, and to control complex real-world behaviors.