With almost 1300 species all around the globe, bats are probably the most diverse group within the mammalian order, exhibiting an immense range of foraging strategies, social behaviours and navigation skills. The reliance of many bats on echolocation to perceive the world makes them especially useful for cognitive studies. By recording bats' sound emissions, researchers can gain access to the sensory world of the bat, documenting how it allocates sensory attention in space and detects the presence of new stimuli. Moreover, bats rely on a range of sensory modalities including vision, passive audition, olfaction and even magnetic and thermal sensing. Beyond sensing, bats' movement in three dimensions over very large environmental scales, their often complex social life style and their unique longevity (relative to body size) make them intriguing models for studying cognition. However, studies of bat cognition are still sparse, mostly focusing on the psychophysics of echolocation. In this chapter, we highlight many of the advantages and difficulties of studying bat cognition. We point to some of the interesting open questions in the field, offering practical advice for the researcher who has never worked with bats before.