To guide an investigative process, it is necessary a methodology of work focused on the type of research that is intended to be carried out. In software engineering, there is little experience in the use of ethnography as a research technique, probably due to the lack of knowledge on how to proceed in these types of studies. This article presents a methodology, with a practical approach, that was used to execute a research on Chilean software developers. For this, the methodological proposal of ethnographic research, based on a qualitative approach, consists of 5 stages: Definition, Field, Collection, Proposal and Evaluation. This experience demonstrated that this methodology helps to guide and order the investigative process, preventing confusion and mismatches in the search for knowledge. Although it has only been tested in a study, this proposal represents an important contribution for researchers to carry out this type of research in different areas of software engineering.