In this review we describe several methods that can be used to study auditory processing in the cerebral cortex, including functional magnetic resonance imaging (fMRI), magnetoencephalography (MEG), electroencephalography (EEG), functional near-infrared spectroscopy (fNIRS), and positron emission tomography (PET). We explain the principles of each technique and list the characteristics that make them suitable for certain research applications. For each method we give a broad range of examples that have already helped uncover various aspects of cortical auditory processing. We compare and summarise the characteristics of each method in order to help the reader choose one that is best suited to answer a specific research question. We also give perspectives on multimodal imaging – collecting functional brain data with two or more techniques during one study – as a means for overcoming the limitations of each method alone by examining complementary information. This article aims to be a short introductory guide and source of reference for researchers in the field of auditory neuroimaging.