This paper introduces a new method for leadership development: co-constructed autoethnography. The terrain of executive coaching is outlined and contrasted with co-constructed autoethnography. In particular the relative merits of directive versus non-directive leadership development interventions are examined, along with the issue of multiple agendas in coaching/research relationships in this context, and the implications, both positive and negative, of having a highly informed active partner in the leadership learning process. The paper makes a contribution to management learning by presenting co-constructed autoethnography as a credible and potentially beneficial alternative to executive coaching by enabling a critically reflexive dialogue.