Research is a "core activity" of "central importance in improving mental health and social care" (NIME, CAMHS National Conference, 2005). This paper examines the philosophical issues confronted when considering psychoanalytic clinical research. It is argued that a well-suited partnership can be formed between psychoanalytic clinical research and Grounded Theory. The methodological issues encountered when using Grounded Theory to analyse qualitative clinical data are explored. The well-suited partnership formed between Grounded Theory and psychoanalytic clinical research has the capacity to provide explanatory mechanisms, findings that are translatable to routine clinical practice, and to discover new ways of grouping young people so that they are alike in the most significant aspects of their mental health presentations. This makes further clinical trials more reliable. Psychoanalytic clinical findings are used together with a range of material from different sources to develop concepts and theory that are readily accessible to the wider professional community. Illustrations will be provided from the author's doctoral research into Risk-Taking, Dangerous Behaviour. (Contains 3 figures.)