In alcohol hangover research, both naturalistic designs and randomized controlled trials (RCTs) are successfully employed to study the causes, consequences, and treatments of hangovers. Although increasingly applied in both social sciences and medical research, the suitability of naturalistic study designs remains a topic of debate. In both types of study design, screening participants and conducting assessments on-site (e.g., psychometric tests, questionnaires, and biomarker assessments) are usually equally rigorous and follow the same standard operating procedures. However, they differ in the levels of monitoring and restrictions imposed on behaviors of participants before the assessments are conducted (e.g., drinking behaviors resulting in the next day hangover). These behaviors are highly controlled in RCTs and uncontrolled in naturalistic studies. As a result, the largest difference between naturalistic studies and RCTs is their ecological validity, which is usually significantly lower for RCTs and (related to that) the degree of standardization of experimental intervention, which is usually significantly higher for RCTs. In this paper, we specifically discuss the application of naturalistic study designs and RCTs in hangover research. It is debated whether it is necessary to control certain behaviors that precede the hangover state when the aim of a study is to examine the effects of the hangover state itself. If the preceding factors and behaviors are not in the focus of the research question, a naturalistic study design should be preferred whenever one aims to better mimic or understand real-life situations in experimental/intervention studies. Furthermore, to improve the level of control in naturalistic studies, mobile technology can be applied to provide more continuous and objective real-time data, without investigators interfering with participant behaviors or the lab environment impacting on the subjective state. However, for other studies, it may be essential that certain behaviors are strictly controlled. It is, for example, vital that both test days are comparable in terms of consumed alcohol and achieved hangover severity levels when comparing the efficacy and safety of a hangover treatment with a placebo treatment day. This is best accomplished with the help of a highly controlled RCT design.