This paper reviews methods to investigate joint attention, and highlights the benefits of new methodological approaches that make use of most recent technological developments such as humanoid robots for studying social cognition. After reviewing classical approaches addressing joint attention mechanisms with the use of controlled screen-based stimuli, we describe recent accounts that propose the need for more natural and interactive experimental protocols. Although the recent approaches allow for more ecological validity, they often face the challenges of experimental control in more natural social interaction protocols. In this context, we propose that the use of humanoid robots in interactive protocols is a particularly promising avenue to target the mechanisms of joint attention. Using humanoid robots to interact with humans in naturalistic experimental setups has the advantage of both excellent experimental control and ecological validity. In clinical applications, it offers new techniques for diagnosis and therapy, especially for children with Autism Spectrum Disorder. The review concludes with indications for future research, in the domain of healthcare applications and human-robot interaction in general.