Prior explanations for the performance gap between European and US VC funds are incomplete. The performance difference is therefore in need of further, and more in-depth, investigation of the entire investment process from sourcing deals to exiting deals, specifically contrasting Europe and the US in the context of the variables pertaining to the investment process and the impact on the fund performance gap. The aim of this chapter is to describe the research methodology adopted to explore the difference in performance between European and US VC funds. Given the exploratory nature of the research question and the diversity of venture capital firms in Europe and US, with different stage and sector foci, an extensive qualitative methodology was adopted. In-depth interviews with VCs in Europe and the US were conducted. Additional interviews with other stakeholders, including limited partner investors, entrepreneurs, advisors and corporate VCs, helped to triangulate the findings. A total of 110 interviews were conducted with VCs and other stakeholders, making this the most extensive qualitative investigation into VC fund performance and investment practices in Europe and the US to date. The interviews were semi-structured, allowing for unexpected but relevant topics to emerge. Thematic analysis using manual coding identified emerging themes.