Realist evaluation (RE) is increasingly adopted to assess the effectiveness of social programs. RE goes beyond measurement of outcomes, providing insight into how and why programs work by focusing on how participants experience and respond to programs within certain contexts. A RE was conducted on Healthy Start-Départ Santé (HSDS), an early childhood development program in Canada, created to address the prevalence of overweight and obese children. The first step of the RE was to create an initial program theory (IPT) to identify key contexts and mechanisms relating to the success of the program. Realist methodology can be challenging, time consuming, and resource intensive and there are few practical examples of how to conduct a RE. This article aims to add to the realist methodological literature by describing the construction of the IPT, reflecting on the process used, and providing a starting point for future realist practitioners.