Empathy is a complex and multifaceted phenomenon that plays a crucial role in human social interactions. Recent developments in social neuroscience have provided valuable insights into the neural underpinnings and bodily mechanisms underlying empathy. This methodology often prioritizes precision, replicability, internal validity, and confound control. However, fully understanding the complexity of empathy seems unattainable by solely relying on artificial and controlled laboratory settings, while overlooking a comprehensive view of empathy through an ecological experimental approach. In this article, we propose articulating an integrative theoretical and methodological framework based on the 5E approach (the "E"s stand for embodied, embedded, enacted, emotional, and extended perspectives of empathy), highlighting the relevance of studying empathy as an active interaction between embodied agents, embedded in a shared real-world environment. In addition, we illustrate how a novel multimodal approach including mobile brain and body imaging (MoBi) combined with phenomenological methods, and the implementation of interactive paradigms in a natural context, are adequate procedures to study empathy from the 5E approach. In doing so, we present the Empirical 5E approach (E5E) as an integrative scientific framework to bridge brain/body and phenomenological attributes in an interbody interactive setting. Progressing toward an E5E approach can be crucial to understanding empathy in accordance with the complexity of how it is experienced in the real world.