In human cognitive neuroscience and neuropsychology studies, laboratory-based research tasks have been important to establish principles of brain function and its relationship to behaviour; however, they differ greatly from real-life experiences. Several elements of real-life situations that impact human performance, such as stressors, are difficult or impossible to replicate in the laboratory. Expeditions offer unique possibilities for studying human cognition in complex environments that can transfer to other situations with similar features. For example, as caves share several of the physical and psychological challenges of safety-critical environments such as spaceflight, underground expeditions have been developed as an analogue for astronaut training purposes, suggesting that they might also be suitable for studying aspects of behaviour and cognition that cannot be fully examined under laboratory conditions. While a large range of topics and tools have been proposed for application in such environments, few have been used in the field. Methods and procedures for maximizing the robustness and scientific value of expedition research designs must first be developed and validated. We tested the feasibility of collecting human physiological, cognitive, and subjective experience data concerning brain state, sleep, cognitive workload, and fatigue, during a speleological expedition in a remote region. We document our approaches and challenges experienced, and provide recommendations and suggestions to aid future work. The data support the idea that cave expeditions are relevant naturalistic paradigms that offer unique possibilities for cognitive neuroscience to complement laboratory work and help improve human performance and safety in operational environments.