A qualitative realist evaluation research was conducted in six African countries to understand a complex and multifaceted World Health Organization program that provides technical and financial support to Ministries of Health in low- and middle-income countries. This support aims to foster the institutionalization of policy dialogue as a collaborative governance device, the purpose of which is the advancement of universal health coverage. This case study illustrates the realist and collaborative approach used in this multi-country research. It highlights the methodological and pedagogical challenges we faced and for which we propose recommendations. We specifically present our collaborative approach with both our research collaborators and our World Health Organization colleagues, the step of co-construction of the intervention theory, and the three successive stages of data analysis. This case is for readers who have a basic understanding of the realist approach, case study, and evaluation. Readers who are not familiar with these methods are encouraged to first refer to the recommended readings.