Much of the existing longitudinal mediation literature focuses on panel data where relatively few repeated measures are collected over a relatively broad timespan. However, technological advances in data collection (e.g., smartphones, wearables) have led to a proliferation of short duration, densely collected longitudinal data in behavioral research. These intensive longitudinal data differ in structure and focus relative to traditionally collected panel data. As a result, existing methodological resources do not necessarily extend to nuances present in the recent influx of intensive longitudinal data and designs. In this tutorial, we first cover potential limitations of traditional longitudinal mediation models to accommodate unique characteristics of intensive longitudinal data. Then, we discuss how recently developed dynamic structural equation models (DSEMs) may be well-suited for mediation modeling with intensive longitudinal data and can overcome some of the limitations associated with traditional approaches. We describe four increasingly complex intensive longitudinal mediation models: (a) stationary models where the indirect effect is constant over time and people, (b) person-specific models where the indirect effect varies across people, (c) dynamic models where the indirect effect varies across time, and (d) cross-classified models where the indirect effect varies across both time and people. We apply each model to a running example featuring a mobile health intervention designed to improve health behavior of individuals with binge eating disorder. In each example, we provide annotated Mplus code and interpretation of the output to guide empirical researchers through mediation modeling with this increasingly popular type of longitudinal data. (PsycInfo Database Record (c) 2022 APA, all rights reserved).