Supervision of therapy has received a lot of attention, but it has only recently begun to be examined in a systematic and empirical manner. This exploratory project employed a new type of methodology for examining the process of change occurring over four sessions of supervision. Video recordings of four clinical psychology supervision sessions were made, and after each session the supervisor and trainee independently provided commentaries of their experiences of supervision. Based on these commentaries, and further post-hoc reflections, the trainee was asked to choose an aspect of supervision to explore further. She chose to investigate her emotional reactions within the sessions. Hence, she was asked to provide further details about her emotions in each of the four sessions. The focus of supervision was a patient with neuropsychological problems following a stroke. The process analysis revealed that the trainee experienced a wide range of emotions in all of the supervision sessions, with anxiety being the most frequent. These emotions appeared to be responsive to the supervisor's conscious attempts to ensure appropriate affective arousal. Subsequent reflections on the processes highlighted via this methodology suggested that the dynamics observed were consistent with Vygotsky's theory of the Zone of Proximal Development.