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It is through the daily construction of teaching supported by research strategies that the teachers constantly learn and promote their professional development. As they teach, they learn about themselves, their students and the social context. By taking on the task of investigating their own practice, the teacher also learns the art and challenges of being a researcher. Self-study of Teacher Education Practice methodology was used to identify and analyse the challenges and obstacles perceived by a physical education teacher when acting as a researcher of her own teaching. The instruments for producing information were records created by the teacher-researcher: videos, photographs, observation recorded in field notes, interviews with the collaborating teacher and with the children, audio recording and transcription of the collaborative processes understood in the self-study as critical friends, and the teacher's reflective narrative about the research process. The information produced was analysed in a thematic form, identifying units of meaning according to the purpose of the study. The analysis of the results indicates that the teacher-researcher perceived barriers and methodological difficulties to act simultaneously in the management of the class and in the production and analysis of the information about her teaching, constantly dealing with the complexity of the school's everyday activities. The perceived challenges emerged in three moments: in the research planning, in the production of information and records, and in the information analysis. The study allowed us to understand that the teachers' research on their teaching practice is a challenging process of learning, and that their improvement as researchers is a major factor also to the improvement of teaching.