In the online world, user engagement refers to the quality of the user experience that emphasises the phenomena associated with wanting to use an application longer and frequently. User engagement is a multifaceted, complex phenomenon; this gives rise to a number of measurement approaches. Common ways to evaluate user engagement include self-report measures, e.g., questionnaires; physiological methods, e.g. cursor and eye tracking; and web analytics, e.g., number of site visits, click depth. These methods represent various trade-off in terms of the setting (laboratory versus in the wild), object of measurement (user behaviour, affect or cognition) and scale of data collected. This talk will present various efforts aiming at combining approaches to measure engagement. A particular focus will be what these measures individually and combined can tell us and not tell about user engagement. The talk will use examples of studies on news sites, social media, and native advertising.