In this paper, we present how mobile electroencephalography, or mobile EEG, is becoming a relevant tool of urban studies, including among others, spatial cognition, architecture, urban design and planning. Mobile EEG is a research methodology that requires tightly controlled experiments and complicated analytical tools, but it is increasingly used beyond the clinical and research context to monitor brain function and cognition in real world. It is used to unravel our understanding of the neural processes that enable spatial perception and cognition, while is also applied to the study of psychological transactions between people and the environment, for example to gauge the effects of urban or natural environments on the emotional state of pedestrians. In the near future, mobile EEG could be integrated in the research on cities as a tool to understand the cognitive foundations of urban movement, assess the psychological impact of environments on individuals, or target interventions to improve the quality of the urban environment. In this paper we review relevant research with mobile EEG, as well as the background and methodological issues arising in such projects.