Wireless electroencephalography (EEG) devices allow for recordings in contexts outside the laboratory. However, many details must be considered for their use. In this research, using a case study with a group of third-grade primary school students, we aim to show some of the potentialities and limitations of research with these devices in educational settings. Several balances are apparent in the development of these experiences: between the interests and possibilities of the research teams and the educational communities; between the distortion of life in the classrooms and the opportunities for collaboration between academia and practice; and between the budget and the ease of preparing the equipment and the usefulness of the collected data. Among their potentialities is the knowledge that they allow access to different cognitive and emotional processes, and the learning opportunity represented by the links between researchers and educational communities. Life in the classrooms is interrupted by these types of experiences, but this can be a cost that facilitates more integrated future developments that benefit teaching and learning processes.