The study of animal feeding behaviour is of interest to understand feeding, to investigate the effect of treatments and conditions or to predict illness. This paper reviews the different steps to undertake when studying animal feeding behaviour, with illustrations for group-housed pigs. First, one must be aware of the mechanisms that control feeding and the various influences that can change feeding behaviour. Satiety is shown to largely influence free feeding (ad libitum and without an operant condition) in animals, but 'free' feeding seems a very fragile process, given the many factors that can influence feeding behaviour. Second, a measurement method must be chosen that is compatible with the goal of the research. Several measurement methods exist, which lead to different experimental set-ups and measurement data. Sensors are available for lab conditions, for research on group-housed pigs and also for on-farm use. Most of these methods result in a record of feeding visits. However, these feeding visits are often found to be clustered into meals. Thus, the third step is to choose which unit of feeding behaviour to use for analysis. Depending on the situation, either meals, feeding visits, other raw data, or a combination thereof can be suitable. Meals are more appropriate for analysing short-term feeding behaviour, but this may not be true for disease detection. Further research is therefore needed. To cluster visits into meals, an appropriate analysis method has to be selected. The last part of this paper provides a review and discussion of the existing methods for meal determination. A variety of methods exist, with the most recent methods based on the influence of satiety on feeding. More thorough validation of the recent methods, including validation from a behavioural point of view and uniformity in the applied methods is therefore necessary.