Early years professionals wrote about changes in their settings as part of their MA studies, and reflected on the use of theories of leadership in implementing these changes. This article describes a documentary analysis of the scripts produced. Initially basing the study in current knowledge of leadership and change in Early Years settings, the article justifies the use of documentary analysis before describing the process of analysis of the scripts. Findings demonstrate that elements of many theories can be helpful in planning and implementing change in these settings, usefully contributing to the development of a theory of leadership and change for the early years sector. A simple model for further development is presented. (Contains 1 figure and 1 table.)