Since its birth, the Internet has been believed to provide innovative ways for collecting data in remarkably efficient and effective manners. The Internet has been believed to offer such great possibilities in the field of data collection since it is faster, easier, and cheaper to communicate with respondents, as compared to using the conventional methods. Based on this belief, online data collection methods have been broadly used in diverse academic research as well as practical research. A number of empirical studies employing online data collection methods have been conducted and published in diverse academic journals. Also, online audience measurement has grown as a major business on the Internet, as advertisers’ needs for more accurate planning and positioning of online advertising increase (Coffey 2000). Despite the popularity of online data collection, however, many unresolved issues regarding the quality of data collected through the Internet remain (Sheehan 2002). This paper addresses how researchers have used the Internet as a tool for data collection, and what are the pros and cons of online data collection. Future directions of online data collection are also briefly discussed.