This paper explores the role of research leadership skills in the context of methodological training and capacity building in quantitative ethnography (QE). To do this, we describe recent efforts to design, implement, and refine the QE Fellows Institute, a U.S. National Science Foundation-funded institute for advanced methodological training. We argue that research leadership, a set of socio-cultural skills needed to function effectively in a research environment, is central to methodological training in general and also to the ongoing development of the QE community of practice. This paper describes a particular approach to incorporating research leadership into methodological training, provides preliminary evidence about the efficacy of this approach, and examines how this approach can improve QE research praxis.