There is a growing understanding, internationally, that effective leadership has an influence on the quality of early childhood education programs. The leadership research agenda has expanded accordingly but despite this expansion there is little empirical research on the emergence and development of leadership in early childhood education. The article focuses primarily on the methodological challenge of studying the phenomena of emerging and developing leadership. We describe the innovative methods for data generation that were used to address these challenges for an Australian study of leading within early childhood education sites. We explain in detail two of the methods—a field observation tool and the Dialogic Café. Some findings, that serve to highlight the benefits of the method, are shared. We conclude by advocating for the use of innovative methods to understand the phenomenon of emerging leadership and development in early childhood education sites.