This article recuperates the concept of auto‐construction as a heuristic for anthropological theory and method. Drawing on the concept's original usage in urban studies, I suggest that auto‐construction offers a handle for grasping not only how grassroots projects mobilize resources, materials, and relations in ways that are inventive and transformative of urban ecologies but that it also helps outline how theory itself is auto‐constructed: the operations of problematization through which situations are navigated and designed into methods of inquiry and exploration. I read autoconstruction, in other words, as both an empirical and theoretical descriptor, a sort of auto‐heuristics for thinking of the city as method. The argument is illustrated by an ethnographic account of work with guerrilla architectural and countercultural collectives in Madrid, focusing in particular on the transformation of a vacant open air site in the heart of the city into a self‐organized community project, exploring how activists variously problematized the city as method. [auto‐construction; informal urbanism; ethnographic methods; ethnographic design; infrastructures]