For decades teacher research, as one form of action research, has been a research methodology that combines theory, practice and improvement of practices in classrooms. However, the lack of teacher autonomy and trust in their professionalism reduces teachers' opportunities to conduct teacher research in their classrooms in many countries. Based on my 12-year-career as a pedagogical action researcher in Finland, in this paper I discuss five approaches to pedagogical action research, which is a specific form of teacher research that supports a strong model of professionalism. The approaches to pedagogical action research are: narrativity, pupils' agency, curriculum development, practical theories and ethics. I give examples of each perspective and describe how these perspectives can be implemented. I also discuss how Finland's educational system in which primary school is decentralised, no teacher evaluation exists and the national curriculum offers teachers substantial pedagogical freedom supports implementing pedagogical action research in classrooms.