Concept building consists of a 10-phase approach using a practice story as the first step in developing a defined concept supported by both scientific and experiential evidence. The purpose of concept building is to guide development of a program of research that informs nursing knowledge and evidence-based practice. Thus, concept building can serve as a teaching strategy for early-stage doctoral students to initiate scholarly inquiry. In this example, the process of concept building occurred as a nurse practitioner in a doctor of philosophy program began to transition ideas that stemmed from practice into phenomenon for scholarly research. The practice story for the concept taking on enduring distress stems from a patient encounter in the nurse practitioner's adolescent headache clinic. Information gained from concept building laid the foundation for an adolescent headache program of research. The purpose of this paper is to demonstrate a step-by-step approach using Liehr and Smith's 10-phase process for concept building and to describe the program of research that followed.