Digital footprints, the automatically accumulated by-products of our technology-saturated lives, offer an exciting opportunity for psychiatric research. The commercial sector has already embraced the electronic trails of customers as an enabling tool for guiding consumer behaviour, and analogous efforts are ongoing to monitor and improve the mental health of psychiatric patients. The untargeted collection of digital footprints that may or may not be health orientated comprises a large untapped information resource for epidemiological scale research into psychiatric disorders. Real-time monitoring of mood, sleep and physical and social activity in a substantial portion of the affected population in a naturalistic setting is unprecedented in psychiatry. We propose that digital footprints can provide these measurements from real world setting unobtrusively and in a longitudinal fashion. In this perspective article, we outline the concept of digital footprints and the services and devices that create them, and present examples where digital footprints have been successfully used in research. We then critically discuss the opportunities and fundamental challenges associated digital footprints in psychiatric research, such as collecting data from different sources, analysis, ethical and research design challenges.