Measuring chemical events in neurotransmission is challenging because fast measurements of small amounts of neurotransmitters and neuromodulators are needed to track the dynamics of chemical changes accurately. In this article, we outline the basics of three popular methods for measuring neurochemical changes: electrophysiology, microdialysis, and electrochemistry. Electrophysiological techniques measure changes in membrane potentials associated with neurotransmission. These methods are often used to measure receptor‐gated ion channel currents and are popular for neuropharmacology studies. Microdialysis is a sampling technique that can be used to monitor basal levels of neurotransmitters directly. When coupled to a separation technique, microdialysis is advantageous because it can be used to detect virtually any compound in the brain. Electrochemical techniques are popular because microelectrodes allow rapid, direct detection of neurotransmitters with minimal tissue disturbance. Although the analytes must be electroactive, electrochemistry has been used successfully to monitor neurochemical changes in various preparations, from single cells to behaving animals. Future research in monitoring neurochemical events will include improving the temporal resolution, spatial resolution, and selectivity of measurements.