Intensive longitudinal methods (ILM), such as ecological momentary assessment (EMA) and daily diary, involve repeatedly assessing individuals over short periods of time and have been increasingly used to study suicidal thoughts and behaviors (STBs). Suicidal thoughts have been shown to vary over short periods of time and reports of STBs are subject to negative biases. Therefore, ILM are important methodological tools for studying STBs, ones that capture enhanced precision and realism of data compared to traditional survey methods. The present systematic review aims to provide a comprehensive overview of ILM used to study STBs, including the various EMA and daily diary methodologies used, the feasibility of those methodologies, and the ethical considerations in this line of research. This review also summarizes the characteristics of descriptive STB outcomes specific to the ILM data collection period.