In this paper we explore auto-ethnography, one recent genre of qualitative inquiry that we believe is particularly well-suited for the field of leisure studies. We begin by defining auto-ethnography and describing its key features. We then examine its use in leisure research to date, based on an analysis of auto-ethnographical studies of leisure published in three major qualitative methods journals and three major sport and leisure journals over the past 25 years. We explore the wide variety of leisure settings and activities that have been approached through auto-ethnographical research. We identify four common analytical foci in such studies, including issues of identity construction and dramaturgical enactment; embodied emotion and ‘knowledge in action’; race, class, and gender; and methodological critique. We consider four distinctive contributions that auto-ethnography offers in the field of leisure studies. Our review of auto-ethnographic journal articles suggests that there is considerable untapped opportunity for this emerging genre of qualitative research in the study of leisure in society. We provide a brief discussion of the impact of paradigmatic conflicts on editorial responses to auto-ethnographic manuscripts and conclude with a call for opening a broader academic space for auto-ethnographical integration of the self in qualitative leisure research.