UX diary studies are used to understand the long-term behaviors that aren’t possible to observe during a contextual inquiry, an hour-long usability test, or a user interview. The study itself is conducted over time, ranging from a few days to a month or longer.
During a UX diary study, your participants keep a daily log of information about the activities and behaviors that you are studying. You don’t get to directly observe anything as their activities are self-reported. This is a research technique that’s typically conducted by a user researcher.