Parent–infant EEG is a novel hyperscanning paradigm to measure social interaction simultaneously in the brains of parents and infants. The number of studies using parent–infant dual-EEG as a theoretical framework to measure brain-to-brain synchrony during interaction is rapidly growing, while the methodology for measuring synchrony is not yet uniform. While adult dual-EEG methodology is quickly improving, open databases, tutorials, and methodological validations for dual-EEG with infants are largely missing. In this practical guide, we provide a step-by-step manual on how to implement and run parent–infant EEG paradigms in a neurodevelopmental laboratory in naturalistic settings (e.g., free interactions). Next, we highlight insights on the variety of choices that can be made during (pre)processing dual-EEG data, including recommendations on interpersonal neural coupling metrics and interpretations of the results. Moreover, we provide an exemplar dataset of two mother–infant dyads during free interactions (“free play”) that may serve as practice material. Instead of providing a critical note, we would like to move the field of parent–infant EEG forward and be transparent about the challenges that come along with the exciting opportunity to study the development of our social brain within the naturalistic context of dual-EEG.