Micro-randomized trials are trials in which individuals are randomized 100's or 1000's of times over the course of the study. The goal of these trials is to assess the impact of momentary interventions, e.g. interventions that are intended to impact behavior over small time intervals. A fast growing area of mHealth concerns the use of mobile devices for both collecting real-time data, for processing this data and for providing momentary interventions. We discuss the design and analysis of these types of trials.