Over the last decade, research methods aimed to explain and anticipate how effective marketing campaigns are. However, most of the conventional techniques have failed. Since emotions are mediators of how consumers process messages, understanding and modeling of cognitive responses to advertisements have always been a challenge in methodology. In this context, starting the analysis from the gaps in traditional marketing research, the study reviews and discusses the advantages and limitations of using these relatively new alternative techniques such as neuroimaging or bio-signal analysis in neuromarketing research, providing a brief analysis on when they are used and what do they measure for each tool. Neuromarketing is the branch of neuroscience research that aims to better understand the consumer through his unconscious processes and has application in marketing, explaining consumer's preferences, motivations and expectations, predicting his behavior and explaining successes or failures of advertising messages. Literature results indicate that neuroimaging tools have the potential to provide valuable consumer insights and can develop marketing research. The study closes by explaining the implications of neuromarketing studies and anticipate the needs for the evolution of this field.