The purpose of this paper is to use reflexive methodology to describe the emotions and experiences of doctoral students and a professor who collaboratively conducted a research study using triangulated qualitative research data. The study was the major learning strategy in a doctoral seminar focusing on qualitative research approaches. In using an ethnographic autobiography, the authors were the subjects of their own research. Data were examined from journals kept by the students and the instructor during the semester. Four themes are discussed: learning by risk taking, learning by doing, learning by working together, and learning by reflection. The value of examining learners' emotions and implications for teaching research methods using experiential learning are addressed.