Introduction: This paper reports on a new methodology to objectively study the world in which children live. The primary research study (Kids’Cam Food Marketing) illustrates the method; numerous ancillary studies include exploration of children’s exposure to alcohol, smoking, “blue” space and gambling, and their use of “green” space, transport, and sun protection. Methods: One hundred sixty-eight randomly selected children (aged 11–13 years) recruited from 16 randomly selected schools in Wellington, New Zealand used wearable cameras and GPS units for 4 days, recording imagery every 7 seconds and longitude/latitude locations every 5 seconds. Data were collected from July 2014 to June 2015. Analysis commenced in 2015 and is ongoing. Bespoke software was used to manually code images for variables of interest including setting, marketing media, and product category to produce variables for statistical analysis. GPS data were extracted and cleaned in ArcGIS, version 10.3 for exposure spatial analysis. Results: Approximately 1.4 million images and 2.2 million GPS coordinates were generated (most were usable) from many settings including the difficult to measure aspects of exposures in the home, at school, and during leisure time. The method is ethical, legal, and acceptable to children and the wider community. Conclusions: This methodology enabled objective analysis of the world in which children live. The main arm examined the frequency and nature of children’s exposure to food and beverage marketing and provided data on difficult to measure settings. The methodology will likely generate robust evidence facilitating more effective policymaking to address numerous public health concerns