This case study focuses on the practicalities of undertaking real-world psychology research. By real world, we mean observing people as they live their everyday lives and exploring how they draw upon psychological concepts to do this. The everyday that has captured our attention is the psychology consultation as a rich data source for explicating the professional practice of psychology. We have moved away from studying orthodox psychological topics using traditional research paradigms, and moved towards studying real-world psychology as it occurs in natural settings using Conversational Analysis. It is our view that this alternative approach to researching professional practices, using the psychology consultation as data, provides insights into professional work that is not possible using other methods. It allows us to look at the interactional skillfulness by which psychologists and clients work together to enact behavior change. Our aim is therefore to entice beginning researchers to look to the psychology consultation as a potential research site, to consider alternate ways of researching, and be open to different ways of understanding the professional practice of psychology.