This article reports on the development of a method to study the acoustic factors driving the short-term annoyance experienced by neighbors of high-speed train lines (> 250 km/h). In fact, current indicators (e.g., LDEN) only partially explain annoyance caused by high-speed train noise. They could potentially be improved by considering some event-related aspects (e.g., the suddenness, spectral content, temporal fluctuations), whose role remains not fully understood. The development of a protocol dedicated to these issues is an essential prerequisite. A review of the different methods used to study railway noise annoyance highlights the benefits of the experience sampling method, not yet used for railway noise assessment. This method allows participants to report their annoyance right after a train pass-by with a remote device while noise exposure is simultaneously recorded. We report on a pilot study testing an experimental protocol by proposing an adaptation of the experience sampling method to study annoyance caused by the passage of high speed trains. Residents were recruited to take part in the study and received two protocols in two different periods. The most efficient experience sampling method parameters were determined, and further possibilities offered by this new methodology are discussed.