This chapter introduces linguistic ethnographic approaches to policy research. It provides a historical overview of how policy has been conceptualised in research, arguing for the value of an interpretive approach. It describes research from linguistic and ethnographic perspectives in policy studies, including policy ethnography and research which sees policy as discourse. It reviews work in linguistic ethnography which attends to policy, and considers other relevant methodological frameworks which align with this, particularly interpretive policy analysis. Two case studies are used to show how linguistic ethnography can be drawn on in policy research: a study of the role of think tanks in shaping health policy, and a study of the role of local government in shaping policy on the ‘Big Society’. Methodological principles are identified, including the need for close analysis to dispersed micro-level policy practices, the value of ‘studying up’ and the crucial importance of focussing on political language as social practice. Implications for practice and future directions for work in this area are outlined, including consideration of the definition of data in linguistic ethnography given the dispersed and messy nature of policy development.