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This paper outlines the research methodology used as part of a professional doctorate in psychoanalytic psychotherapy. The project researched the maternal state of mind following the loss of an infant or small child and the birth of the next baby. Three mothers were seen for psychoanalytic psychotherapy on a weekly basis as part of this research. They were encouraged to bring their new baby to sessions. The author describes how an interest in this area of research developed as a result of working as a child psychotherapist with ‘replacement children’ (Cain and Cain, 1964). An argument is made to show that the psychoanalytic method is unique and that the psychoanalytic setting may be considered an ‘ideal laboratory’ (Fonagy and Moran, 1993) for psychoanalytic psychotherapeutic research. Clinical material is used from one case study to show how material can be analysed and demonstrates the research methodology used within the project. The material explores the developing therapeutic relationship and focuses on the way one mother in the research group experienced the loss of a small child prior to the birth of her next baby.