This research aimed to gain in-depth understanding of the experience of household food insecurity in rural Bangladesh and to develop a direct measure of it from this understanding. Using naturalistic, emergent inquiry, in-depth interviews were conducted with 21 rural women living in diverse situations using a semistructured interview guide. Two analytic strategies classified households on food insecurity and elicited themes that were the basis for classification. Survey questions were developed to capture themes, and were revised after review, field testing, and ranking and pile-sorting exercises. Four gradations of severity of food insecurity resulted, based on nine themes: meals, cooking, rice, fish, perishable foods, snacks, festival food, other expenditures and management strategies. The emergent conceptualization of food insecurity differs from that found from naturalistic research in other countries. The developed food insecurity measure has 11 questions. This research affirms the value of gaining in-depth understanding of household food insecurity. In many situations, this approach, rather than translating questions developed elsewhere, may best lead to suitable experience-based measures of food insecurity.