The objective of this chapter is to demonstrate the methodology of a qualitative study of religious beliefs and values as part of identities of mothers of young children. The place of mothers’ own worldviews and faith as part of their identities is crucial in understanding ways they develop and undergo changes and how their religious or non-religious identities influence developing children’s religious views and worldviews. Biographical narrative interviews of mothers of children of pre-school and primary school ages identify transformation of their religious and worldviews and evolving children’s views from a bottom-up perspective. We focus on the narratives of mothers with younger children (three to six years old). We describe the methodology and key aspects of implementation of a thematic comparative study with three target groups of mothers: native-born, immigrants and Roma minority in four European countries. The qualitative comparative study based on this methodology was part of a larger project and shared theoretical methodological framework of Bronfenbrenner’s bio-ecological model of human development. We describe conceptualization of the methodology of interviews; especially the semi-structured part concerns with mothers’ identities and provides an approach to the analysis of results from the qualitative comparative study.