Understanding neurocognitive mechanisms in children with autism spectrum disorder (ASD) is an essential goal of autism research. Studying young children with ASD or other neurodevelopmental conditions in demanding experimental settings, however, can pose many practical and ethical challenges. In this article, we present practical strategies that facilitate data acquisition from psychophysiological experiments involving young children with ASD. We focus on a range of common, non-invasive technologies including EEG, MEG, eye tracking as well as some common measures of physiological arousal. Topics have been divided according to the chronological order of the experimental procedure: (a) design, (b) preparing for the measurement visit, (c) conducting the experiment and (d) the data handling. A key theme in the proposed guidelines is the difficulty in balancing the procedural adaptations necessary to facilitate participation of children with ASD, and maintaining standardisation for all participating children.