Accessing the strategies implemented during real-time musical creative processes represents a challenge for researchers. Retrospective verbal protocol with subjective aided recall (RVPwSAR), where a first-person video is used as an aid to elicit feedback from a subject, has shown great potential for the study of real-time decision-making in sport, therapy, emergency situations, and consumer behavior. This article reviews research methods studying real-time decision-making and discusses the implications of a previous study using RVPwSAR to observe decision-making strategies during musical improvisation. The objective of this article is twofold: (1) to present the contributions and limitations of the RVPwSAR to arrive at a better understanding of the strategies implemented in real-time during musical improvisation; (2) to discuss the potential of the RVPwSAR for studying the strategies implemented in other real-time musical creative tasks. I argue that research where the RVPwSAR is applied may contribute to a better understanding of the strategies used during the real-time musical process, and, ultimately, contribute to the promotion of creative musical teaching and learning.