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This paper compares and discusses aspects of methodological practices in on-the-job learning research. The focus is on contemporary research into on-the-job learning processes. Methodological practices refer to decisions of researchers in their research projects, to how they carry out the research, and how they report. This overview of methodological practices presents research instruments, on-the-job learning perspectives, paradigms, goals, researcher roles and quality and rigour considerations. The results show that, even though research in human resource development stems from different kinds of disciplines with their own data collection tools, there is nevertheless a rather limited variety in the instruments (questionnaires and interviews only) used for mapping the process of on-the-job learning. This is probably due to the implicit nature of most on-the-job learning processes. The paper proposes to apply research instruments from related research fields that could provide opportunities for future research. Combining instruments seems to offer fruitful opportunities for obtaining a more profound understanding of the process of on-the-job learning. The paper ends with a set of tentative guidelines for sound methodological practices in future research.