This case study outlines the process of a doctoral research project which aimed to explore policy implementation in a mental health trust and its partner organisations. The research focused specifically on the factors affecting the implementation of the Care Programme Approach across mental health and intellectual disability services for clients with a dual diagnosis. Semi-structured interviews, documentary analysis and a qualitative questionnaire were used as the primary data collection methods for this piece of qualitative research. These are discussed in turn, and the benefits and drawbacks of each are outlined. This case study also outlines the research experience, both positive and negative, from a personal viewpoint and attempts to generate a comprehensive picture of what happens in a real-life research situation. It illustrates that conducting research, even on a small scale, is complex and fraught with difficulties which are often not anticipated but have to be managed as the project is underway. It particularly highlights the need to be aware of ethical considerations and reflexivity, particularly when issues of confidentiality are present or where the researcher has a prior personal interest in the research field.