Efforts to understand the dynamic processes of learning situated across space and time, beyond the here and now, are presently challenging traditional definitions of learning and education. How can we conceptualise learning in a way that is able to respond to and explain the increasing complexity, connectivity, and velocity of our times? We elaborate on the notion of “connected learning” as a conceptual heuristic that has recently received recognition as a potential lens and a model through which to research and promote learning as a holistic experience that stretches beyond formal and informal communities. We reflect on the methodological challenges of describing, defining, and analysing connected learning across young peoples’ everyday “learning lives” from the sociocultural and dialogic perspectives. We discuss such key notions for connected learning as understanding, tracking, and tracing learners; chronotopes; boundary crossing; intertextuality; and learning lives.