Studies on emotions in learning are often based on interviews conducted after the learning. These do not capture the multi-componential nature of emotions, nor how emotions are related to the processes of learning. We see emotions as dimensional, multi-componential responses to personally meaningful events and situations. In this methodologically advanced pilot study we developed a multi-componential methodology, capable of providing complementary information on emotions in professional learning. For this purpose, we used a within-subject design applied to a single individual, with a focus on emotions during professional learning. Within a laboratory setting, the subject was shown personally meaningful video extracts from a learning situation in which she had previously participated. The data were gathered through (i) self-reports of emotions via the Emotion Circle (EC) online assessment tool, (ii) measures of autonomic nervous system (ANS) activity obtained via Electrodermal Activity (EDA) and Heart Rate Variability (HRV), (iii) behavioural registration of facial expression and gaze, and (iv) the Stimulated Recall Interview (SRI). Self-reports of emotions via EC, and also the emotion-driven SRI, were found to be productive, not only in detailing and explaining emotions experienced during the viewing of the videos, but also in bringing about reflective learning and novel insights. EDA and HRV provided complementary information on the subject's ANS activity during the learning process. We present conclusions and future challenges in applying a multi-componential methodology to research emotions within professional learning.