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This paper describes the methodology of a PhD thesis that was a study of the regulatory practices in the private health care sector of Bangladesh. The paper begins by situating the methodology in the nature, context and significance of the study. As the study involved a policy analysis and evaluation these are defined and described. The paper concentrates on the research design and methodology, which involved the use of qualitative methods. The sampling is described and the methods used included in‐depth interviews, the taking of field notes based on observations and document analysis. Attention is also given to ethical issues. The problems that emerged and the limitations of the study design and methodology are also discussed.