This case is based on my dissertation research project, which I began in 2007. My objective was to examine the process of cross-cultural competence development as international students experience it, not as a theoretical construct. Most of the previous studies address the issue of cross-cultural competence development from the theoretical position; there are few empirical studies that address the direct experience of the students, and they mostly target international students' experience at a single location. I conducted the study at international business management programs at four universities, in three countries—Finland, the Czech Republic (two programs), and Ecuador. I combined semi-structured, in-depth qualitative interviews with participant observations and then analyzed the collected data using constructivist grounded theory method. This case study discussed the specific challenges of conducting semi-structured qualitative interviews in multicultural and cross-cultural settings to obtain the students' accounts of their development of cross-cultural competence in international and multicultural learning environments. Particular attention is paid to the cultural aspects of conducting interviews with diverse international students, mostly in a second language.