This study proposes a discussion about the conceptual aspects of the think aloud verbal protocol using practical applications in an individual decision-making process. This work is based on a review of studies of the main authorson the protocol, especially Ericsson and Simon (1993). Regarding the application of the think aloud protocol, some examples are presented of research that used the experimental method, with the aim of understanding how individuals make decisions with and without the aid of Decision Support Systems (DSS). The results of the first experiment revealed that the decision-making process using a DSS was similar to the human decision process only in the order of selection of the criteria. The results of the second experiment, in which the individual used a DSS, revealed the relationship between two of the four decision-making strategies proposed by Todd and Benbasat (1991). Without the aid of the DSS, all the decision-making strategies were identified. It is believed that the applications elucidated can serve as a guide for future research, not only in the area of decision-making, but in other areas that lend themselves to the use of the think aloud protocol.