Process research in psychotherapy has had a difficult task over the years. Once it became clear that psychotherapy works, the next questions to answer were how and why. However, as a cumulative amount of research has shown, these questions have been proven harder to answer than we could have thought. It appears that an important obstacle encountered when trying to understand what really happens in psychotherapy has been the difficulty in accessing the participants’ experience as such and therefore the development of proper methods that can give an account of what we, as “third-person observers,” cannot see. This has led a small but growing group of researchers to conclude that to study psychotherapy processes, it is no longer possible to limit the data intake to observable dimensions but should also consider the participants’ subjectivity, or in other words, the first-person experience. Based on Husserl’s phenomenology and his attempt to understand things in their original and pure form or state, micro-phenomenology highlights the importance of how instead of the why; it concentrates on the process of a given experience and explores it from within. In this chapter, I describe how the micro-phenomenological approach can contribute to a deeper understanding of the participants’ experience of their psychotherapy process. I seek to exhibit this method that—while respecting the fundamental character of experience as an indispensable component for the complete understanding of human phenomena—maintains scientific rigor and validity of its results. To this end, I will illustrate this methodological approach with some recent research examples of different psychotherapy phenomena that have been studied from this perspective and describe how micro-phenomenology has been adapted and contextualized to our study object, along with its strengths and limitations.