Think-aloud protocol (or think-aloud protocols, or TAP) is a method used to gather data in usability testing in product design and development, in psychology and a range of social sciences (e.g., reading, writing and translation process research). The think-aloud method was introduced in the usability field by Clayton Lewis  while he was at IBM, and is explained in Task-Centered User Interface Design: A Practical Introduction by C. Lewis and J. Rieman. The method was developed based on the techniques of protocol analysis by Ericsson and Simon.
Think aloud protocols involve participants thinking aloud as they are performing a set of specified tasks. Users are asked to say whatever they are looking at, thinking, doing, and feeling, as they go about their task. This enables observers to see first-hand the process of task completion (rather than only its final product). Observers at such a test are asked to objectively take notes of everything that users say, without attempting to interpret their actions and words. Test sessions are often audio and video taped so that developers can go back and refer to what participants did, and how they reacted. The purpose of this method is to make explicit what is implicitly present in subjects who are able to perform a specific task.
A related but slightly different data-gathering method is the talk-aloud protocol. This involves participants only describing their action but not giving explanations. This method is thought to be more objective in that participants merely report how they go about completing a task rather than interpreting or justifying their actions (see the standard works by Ericsson & Simon).
As Kuusela and Paul  state the thinking aloud protocol can be divided into two different experimental procedures: the first one, is the concurrent thinking aloud protocol, collected during the decision task; the second procedure is the retrospective thinking aloud protocol gathered after the decision task.