Video is currently used in many studies to document the interaction in conversation analytical (CA) studies on learning. The discussion on the method used in these studies has primarily focused on the analysis or the data construction, whereas the relation between data construction and analysis is rarely brought to attention. The aim of this article is to discuss different approaches to data construction that CA studies in and on learning utilize, and how these approaches facilitate different analysis and understandings of learning and cognition from emic, participants', points of view. Three, partly overlapping, thematic approaches can be discerned: (1) setting-centred, (2) participant-centred and (3) content-centred. The underlying interest of the study seems to influence the data construction, which in turn affects what kind of analysis that can be done. There is a considerable variation in which aspects data sets focus on, where an emphasis in data construction on setting, participant or content also seems to project the subsequent analytic emphasis. This relation between data construction and analysis is important to be aware of and to address.