Traditionally, symptoms of youth psychopathology are assessed with questionnaires, clinical interviews, or laboratory observations. Ecological Momentary Assessment (EMA) could be a particularly valuable additional methodology, since EMA enables examining the daily lives of youths near real-time, considering fluctuations and specific contexts of symptoms. This systematic review aimed to review the characteristics of current EMA applications and to provide a synthesis of their potential in studying youth psychopathology. Following a systematic search in PsycInfo and Medline, we identified 50 studies in clinical samples. Most studies used EMA to examine fluctuations in symptoms, affect, and behavior, and the relation with contextual factors. EMA was also used to investigate interactions between parents and their children over time, and to monitor and predict treatment response. EMA appeared feasible in youth and could provide valuable insights that contribute to understanding youth psychopathology. Benefits, gaps, and suggestions for future research and clinical practice are discussed.