Application of physiological methods, in particular electroencephalography (EEG), offers new and promising approaches to educational psychology research. EEG is identified as a physiological index that can serve as an online, continuous measure of cognitive load detecting subtle fluctuations in instantaneous load, which can help explain effects of instructional interventions when measures of overall cognitive load fail to reflect such differences in cognitive processing. This paper presents a review of seminal literature on the use of continuous EEG to measure cognitive load and describes two case studies on learning from hypertext and multimedia that employed EEG methodology to collect and analyze cognitive load data.