We all share a desire to understand and predict human cognition and behaviour as it occurs within complex real-world situations. This target article seeks to open a dialogue with our colleagues regarding this common goal. We begin by identifying the principles of most lab-based investigations and conclude that adhering to them will fail to generate valid theories of human cognition and behaviour in natural settings. We then present an alternative set of principles within a novel research framework called 'Cognitive Ethology'. We discuss how Cognitive Ethology can complement lab-based investigations, and we show how its levels of description and explanation are distinct from what is typically employed in lab-based research.