One-to-one lessons based on the master-apprentice model are recognised in research and practice as an indispensable foundation for the training of professional musicians including singers. Given its primary importance to musician training, it is essential that researchers of this pedagogical model adopt methodologies and methods well-suited to illuminating the unique nature of one-to-one pedagogy. This article on methodology introduces multi-sited ethnography (MSFE) for one-to-one pedagogy research, exemplified through its use in a research project focused on one-to-one musical theatre singing voice pedagogy. MSFE is presented as 'Big Q' qualitative research approach which cohesively engages with epistemological, ontological, and methodological considerations facilitating the use of research methods which are well-suited to the private and ephemeral nature of the one-to-one lesson. MSFE is positioned as a research methodology which extends on and can address the challenges of extant research approaches in one-to-one pedagogy. MSFE is of particular use when researching participants across a broad cultural group (for example, studio teachers of a particular instrument or voice at multiple educational sites). We conclude with a discussion of the limitations of MSFE and make recommendations for further research.