Intracranial electroencephalography (iEEG) invasively measures brain activity from neurosurgical patients with higher fidelity and spatial precision than noninvasive electroencephalography (EEG) or magnetoencephalography (MEG) alone. For planning neurosurgical resection, iEEG more robustly detects lower amplitude signals that may distinguish pathological from healthy brain tissue. On the other hand, iEEG can only sample the immediate brain regions implanted for clinical reasons, while MEG synoptically measures the entire brain, albeit with lower fidelity. Relative to scalp EEG, signals recorded by MEG are less distorted by the poorly conducting skull, craniotomies, and neurosurgical hardware. By combining iEEG with simultaneous MEG recordings, we supplement the limited spatial sampling of iEEG with the superior source localization ability of MEG, yielding a combined interesting technique at two different measurement scales that can cross-validate findings from either. Setting up such simultaneous MEG-iEEG measurements involves specific considerations, and we review patient selection, patient preparation, and equipment. We then review published studies related to cognition, with emphasis on the sensitivity of MEG to source depth as well as functional connectivity between iEEG and MEG. We end with future directions opened by the unique possibility to record brain signals at different scales simultaneously.