Active learning is a critical component of human development, however, the mechanisms supporting it are not fully understood. Given that early learning experiences may affect both infants' immediate learning success, as well as their motivation to learn, it is particularly important to investigate the mechanisms of active learning in this period, when the foundations of learning habits and curiosity are built. Traditional behavioural approaches of studying infant learning face challenges that emerging tools from neuroscience may help relieve. We introduce one such tool, EEG theta oscillations, and propose this neural marker has great potential for offering novel insights into active learning. Theta activity, recorded prior to or during learning, has been shown to be predictive of learning success. We argue that this involvement in memory formation, combined with theta activity's tight association with reward processing, makes theta oscillations a uniquely suited tool for the investigation of motivational mechanisms underlying active learning. We outline research questions as well as methodological approaches pertinent to infant learning and suggest how and why theta oscillations may offer complementary insights. As such, we aim to bridge the gap between cognitive and neural approaches, and advance our knowledge of active learning in development more broadly.