Autoethnography is an effective methodological approach that enables researchers to increase their critical awareness of different forms of inequalities and injustices deeply embedded in today’s digitalized and internationalized higher education contexts. This chapter presents the author’s autobiographic writing of teaching autoethnography in an online doctoral programme and theoretical reflection on the social meanings of her experiences. Her reflection builds on Elizabeth Ellsworth’s (1989) influential critique of the empowerment principle of critical pedagogy and adds a more nuanced account that reflects the growing diversity in online higher education. The author, an online tutor with underprivileged cultural identities, inclusively enacts critical pedagogy in her research methodology module by embracing the autoethnographic principles of vulnerability, emotional dialogues, and unknowability. The pedagogical values of autoethnography for training doctoral researchers have immediate bearings on improving research culture and practice among researchers in digital higher education.