This case study is based on qualitative research carried out with four 4-year-old children attending a kindergarten in Malta. The aim of the study was to first observe children playing without adult intervention to see if, and how, they would engage with mathematical ideas as they played. In the second part of the study, I interacted with the children as they played. The intention was now to encourage them to attend to mathematical ideas. From a theoretical perspective, I considered giving attention to mathematics as 'participating in a mathematics discourse.' In line with recommended early childhood pedagogy, my role was one of a responsive adult during children's play. Thus I assumed the dual role of teacher/researcher. In this case study, I highlight the suitability of participant-observation research in early childhood settings, outlining the notions of dependability, credibility, and confirmability in relation to qualitative research. I explain how my small-scale study enabled me to use discourse analysis as a tool to build theory and discuss practical and ethical aspects that should be considered when carrying out research with very young children. [This content is provided in the format of an e-book.]