The purpose of this exploratory study was to develop, based on the ethnographic method, a research approach aimed at understanding the experience of widowhood as well as the coping strategies used by elderly men and women facing this experience. Ethnographic interviews were conducted at informants' homes, using a semi-structured format developed from a conceptual framework based on a stress and coping model. Interviews were tape-recorded and transcribed verbatim. Data were coded by two independent raters according to the study's conceptual framework and categories generated from the data. Results illustrate that personal factors such as biographical history, centrality of the spouse in personal life and self-efficacy influence the meanings of widowhood and the use of coping strategies; also, contextual factors, namely normative standards and cultural values, seem to have a differential influence on the meanings of widowhood and the coping strategies of widows and widowers. As a coping strategy, seeking social support is related to qualitative characteristics of social resources, more specifically reciprocity and reliability. The research approach developed in this project provides a means to better understand the contextual factors which might explain the great variability of mental health responses of elderly widows and widowers as well as elderly's responses to other stressors in their daily life.