Abstract A vast body of research has shown that teacher identity matters, be it in mathematics or in any other subject. The means of investigating teacher identity greatly determine the knowledge we have; however, no review of the methodological approaches into this topic has yet been conducted. This paper provides an overview of the methodological approaches in the research on teacher identity in mathematics education, in order to initiate a discussion on developmental possibilities in terms of how future research on this topic could be carried out. We examine 52 studies, published between 2000 and 2017 in peer-reviewed scholarly journals, investigating the identities of student teachers and/or practitioners who were generalists and/or specialised mathematics teachers. We identified the following to be prevalent data sources in qualitative approaches: interviews, written reflections or narratives, and classroom observations. In terms of analytical approaches, the scene is rather monotonous. Finally, we provide suggestions for future methodological considerations, highlighting the need for researchers to label their methodological decisions in order to better situate and connect their work to other research on mathematics-related teacher identity.