An important part of teaching probability is teachers interacting with students about probability. Most of these interactions do not occur anywhere else but inside the classroom so that is where we should research teacher knowledge for future development of teacher training and professional development. To accomplish this I propose a research methodology founded on the theoretical assumptions of symbolic interactionism combined with a grounded theory approach. The purpose of this paper is to outline such a research methodology that focuses on teaching as classroom interaction between teachers and students. The discussion aims to emphasize the possibilities by this way of studying teachers’ knowledge for teaching probability and refine the methodological construct. Examples used are from lessons where two teachers work with unknown sample spaces and interact with students regarding chance, variation and the importance of sampling.