The method of association experiment makes it possible to study human cognition and consciousness. The article reviews the particularities of the association experiment and its significance for cognitive sciences. It analyses the methods and principles of association experiment as a method of studying the bonds between psychical processes, cognitive functions, and speech. The author combined standard research methods with those of psycholinguistics to describe various types of association experiments. Association experiments yield important empirical results for the analysis and interpretation of human cognitive structures, thus boosting the development of cognitive sciences. Being interdisciplinary in nature, they provide data about the psychological, cultural, and linguistic personality, i.e., speech and mental operations. Association experiments can be of four types: free, chain, directed, and with continuous reaction. Each type has its own advantages and disadvantages. As auditory or visual, they can be written-to-written, oral-to-oral, written-to-oral, and oral-to-written. The stimulus can be verbal, nonverbal, or heterosemiotic.