Autoethnography – a qualitative research method that combines characteristics of ethnography and autobiography – is gaining momentum within the creative and performing arts as a research tool, partly because of the opportunity it provides for writers, artists, performers and others to reflect critically upon their personal and professional creative experiences. In recent years, ‘analytic autoethnography’ has been proposed as an alternative to traditional ‘evocative autoethnography’ for researchers who want to practise autoethnography within a realist or analytic tradition. However, questions remain about how this alternative method should be applied in practice. This article takes some steps toward answering those questions by exploring how autoethnographers in the creative arts can employ analytic strategies from the grounded theory tradition in their work. This methodological discussion might benefit artist-researchers who identify themselves as autoethnographers, but who want to use analytic reflexivity to improve theoretical understandings of their creative practice.