This study, based on hermeneutic phenomenology, intends to compare and discuss different data collection possibilities employed in a study aimed at deeply understanding the meaning of the aesthetic experience for a group of seventeen people with regard to the Cerrado (Brazilian Savannah). These possibilities arose from the need to answer the research question, with the researchers attempting to dialogue with other theoretical and methodological options. In this sense, this study was based on classic literature such as Merleau-Ponty and Gadamer with a gradual broadening of the theoretical framework, incorporating contemporary authors such as Sarah Pink and Tim Ingold. Thus, this manuscript presents the limitations and potentialities of two types of data collection -walking ethnography and interviews -as methodological possibilities to understand the aesthetic experience of this group in the Cerrado. Based on an interpretative paradigm, this manuscript aims to make considerations on the potentiality of broadening the dialogue with other methodological perspectives in order to increase the investigation's consistency. It was noted that the interviews and the walking ethnography provided different perspectives and are therefore complementary. It was thus considered that the interviews permitted a better understanding of childhood memories and of the participants' history of ethical and political involvement, whereas walking ethnography focused on the corporeal and multi-sensorial practices in the Cerrado. The affective responses witnessed during the walking ethnography were considered to be crucial to understand the experience in a phenomenological approach and broadened the analysis possibilities in this study.