In the mid-1950s visual anthropologist Jean Rouch started to experiment with improvised fiction in ethnographic films such as Jaguar (1957–1967), Moi, un noir (1958) and La pyramide humaine (1959). Film critics would call these films ‘ethnofictions’. After agreeing a story outline, the camera simply follows the subjects’ improvisations of their own, and others’, lived experiences. The aim is to show aspects of ethnographic research otherwise hard to represent. Even though Rouch made ethnofictions as part of his ethnographic research, he infused the genre with elements of surrealism and poetry, and often opposed anyone trying to establish theories about his films. Defying Rouch's view on this matter, this article explores ethnofiction as an ethnographic filmmaking method by drawing on the experiences from fieldwork and filmmaking among transgendered Brazilians living in São Paulo. A key question is whether fiction and improvised acting could be used as a creative research practice in ethnographic film.