The photoactive yellow protein (PYP) is the photoreceptor protein responsible for initiating the blue-light repellent response of the Halorhodospira halophila bacterium. Optical excitation of the intrinsic chromophore in PYP, p-coumaric acid, leads to the initiation of a photocycle that comprises several distinct intermediates. The dynamical processes responsible for the initiation of the PYP photocycle have been explored with several time-resolved techniques, which include ultrafast electronic and vibrational spectroscopies. Ultrafast electronic spectroscopies, such as pump-visible probe, pump-dump-visible probe, and fluorescence upconversion, are useful in identifying the timescales and connectivity of the transient intermediates, while ultrafast vibrational spectroscopies link these intermediates to dynamic structures. Herein, we present the use of these techniques for exploring the initial dynamics of PYP, and show how these techniques provide the basis for understanding the complex relationship between protein and chromophore, which ultimately results in biological function.