Assemblage and actor-network theories explain how markets and consumption are constituted by heterogeneous resources that form part-whole relations at various scales. Marketing and consumer research studies that use these theories, however, often retain human-centred scales and units of analysis, such that objects and forces that exist at unfamiliar (time)scales are overlooked. This paper explains how Object-Oriented Ontology can help to guide ontological, methodological, and analytical considerations in studies of market and consumption assemblages. We offer a framework that helps researchers to consider how far researchers should unpack assemblages into component parts; to what extent studies should trace objects’ effects as part of wider contexts; how ‘objects’ may harbour qualities that are withdrawn from social contexts; and how these hidden features can be encountered through speculative methods. Finally, we critically discuss the place of objects and subjects in socio-material research.