This chapter discusses how to do interpretive policy analysis. It focuses on the key concept of heuristics, defined here as strategies of discovery in interpretive research. The chapter formulates an approach to inquiry that indeed emphasizes the interactive, dialogical character of understanding. Grounded theory is often presented as a set of instructions on how to conduct qualitative research. The chapter presents that it as a heuristic strategy, a general strategy of discovery, which is at the core of every study of an interpretive bend. It also admonishes researchers to think differently about the nature of social theory, to rethink the goal of social research. In interpretive analysis the researcher is not a camera or voice-recorder who passively registers respondents' statements and behaviours. Robert Weiss frames a qualitative interview as a partnership between the respondent and the interviewer. The usual sections on coding and memo writing give the impression of grounded analysis as a somewhat forbidding, solitary enterprise.