This paper adopted an analytical perspective to review cognitive engagement measures. This paper provided a comprehensive understanding of the instruments/techniques used to measure cognitive engagement, which could assist researchers or practitioners in improving their measurement methodologies. In particular, we conducted a systematic literature search, based on which the current practice in measuring cognitive engagement was synthesized. We organized and aggregated the information of cognitive engagement measures by their types, including self-report scales, observations, interviews, teacher ratings, experience sampling, eye-tracking, physiological sensors, trace analysis, and content analysis. We provided a critical analysis of the strength and weaknesses of each measurement method. Recommendations for measuring cognitive engagement were also provided to guide future empirical work in a meaningful direction.