Mind-wandering is the occurrence of thoughts that are decoupled from immediate perceptual inputs and unrelated to the activity at hand, like for instance starting to think about leisure activities while reading a document. Mind-wandering episodes represent around 30 to 50% of our daily thinking time and have substantial negative effects on memory, reading, and other activities that require focused attention. At the same time, mind-wandering can enhance creativity and afford opportunities to plan and prepare for the future. However, most of what we currently know about mind-wandering comes from laboratory studies where the tasks from which the mind wanders are simple, boring, repetitive, and do not reflect the richness of daily life events. To overcome this barrier, we leveraged new advances in methods to study naturalistic event comprehension in the laboratory and daily life. We across three studies, we adopted a multi-method approach that involved experience sampling of mind-wandering episodes in daily life as well as the combination of validated event cognition tasks that involve the viewing of movies of naturalistic everyday activities with state-of-the-art techniques to measure the behavioral, physiological, and neural correlates of mind-wandering. Specifically, we used eye-tracking technology and functional magnetic resonance imaging to assess how the event structure of activities can modulate, neural and ocular correlates of mind-wandering, its frequency and content, as well as its impact on memory and comprehension. As expected, results showed that the features of mind-wandering were affected by the event structure of perceived naturalistic event. Together these studies provide the foundations for a detailed account of mind-wandering in naturalistic settings, laying the basis for future interventions aimed at helping individuals to capitalize on the benefits of mind-wandering in their daily life while minimizing the associated costs.