Autoethnography can be an appropriate method for researching complex emotional experiences. However, the highly self-reflexive processes involved in mining personal data are subject to a set of cultural feeling and display rules, which obscure and interfere with emotional engagement. To illustrate this, we present one author’s account of using autoethnography to research traumatic bereavement. We critically revisit three myths about the method: one negative (autoethnography is narcissistically self-indulgent) and two positive (autoethnographic techniques are therapeutic and autoethnographic writing is authentic). Observing some parallels between topic and method, we suggest that both are complicated and non-linear, following convoluted paths. Autoethnographic tales may defy the social rules of verbal tellability, failing to reveal personal insights or offer moral lessons. We conclude that, while we can admire the autoethnographic endeavour towards ‘heartfelt’ scholarship, this should be tempered by a cautiousness about the costs of digging deep.