To develop effective and implementable complex health interventions, we need to understand the mechanisms through which an intervention contributes to desired outcomes. This article provides a practical example of how nursing and other health researchers can qualitatively explore change mechanisms of complex interventions with a longitudinal constructivist grounded theory approach. It shares and discusses lessons learned when applying this approach to explore change mechanisms in the context of a psychoeducational intervention for family dementia caregivers. Important lessons learned included: By comparing data from different time points, changes could be identified even when not explicitly mentioned by participants. Participants exhibited more awareness of changes and related mechanisms in interviews conducted during the intervention compared to those executed after, where they had already integrated the new strategies into their daily lives. Analyses conducted within and across participants for each time point and across all time points revealed time-specific mechanisms, shared patterns and journeys substantially differing from others. Including participants’ quantitative intervention outcomes as additional data in the qualitative analysis helped identify facilitators and barriers to change. In conclusion, our approach produced in-depth knowledge about the intervention’s change mechanisms by considering the complexity and temporal dimensions of participants’ experiences.