In an extended interview with Natalia Zhukovskaya, we ask her to reflect on her long and prolific academic career. The interview sheds light on various aspects of studying Mongolia and the Mongolian world, Buddhism (Lamaism) and other spiritual practices and traditions of the Mongolian culture, and the specificities of approaching the region and its culture as an ethnographic field. Natalia Zhukovskaya talks about her experience of the long-term interdisciplinary Russian-Mongolian expedition. Through her story of the conversation with the Mongol Choysuren in the Somon Bayan Agt in 1978, we get a brief master class on conducting fieldwork in an unfamiliar rural environment. The theme of pilgrimage as a travel in space and time is prominent in the interview and takes us to the journey through an autoethnographic narrative about the pilgrimage to Dharamsala in 2001 and communication with the hierarchs of the Buddhist world. The interviewee provides insights on the understanding of pilgrimage and discusses both the cases of its “invention” among the shamanists, and other recent practices, drawing parallels between pilgrimage and ethnographic fieldwork. The vivid presentation style reflects the character and personality of the scholar whose personal experience lets us learn much about the experience of ethnographic work during the Soviet, early post-Soviet, and perhaps present-day periods.