The therapeutic relationship is a cornerstone in psychotherapy; however empirical knowledge on the tacit micro-processes involved in the dyadic co-creation of this relationship remains scarce. This study aimed to explore the tacit micro-processes of building a therapeutic relationship during the first five sessions of psychotherapy. We selected two contrasting dyads from a larger sample of psychotherapy dyads. Using the method “Interpersonal Process Recall” (IPR), the third and fifth session were videotaped, and therapist and patient were subjected to video-assisted interviews. Transcripts from the interviews and the videotaped session – totaling 8 IPR interviews and 4 transcribed video sessions – were subjected to qualitative analysis using Dyadic Interpretative Phenomenological Analysis as a framework. Three main relational micro-process were identified: (1) Connecting through authenticity; (2) Negotiating relational depth; and (3) Searching for the other in the face of distress. Early relational processes involved getting to know the person behind the role. As they negotiated the goal and task of their encounters, they also implicitly discovered how much their relationship can tolerate; in other words, what could be shared and what could not. Furthermore, the paper highlights the salient role of ‘authentic breakthroughs’ in relationship formation. However, a precondition for self-disclosure is that the patient perceives the therapist as solid and grounded in the face of distress. Conclusively, a crucial aspect lies in the mutual dynamics of authenticity, active engagement, and mutual steadfastness when facing distress; it is the collaborative effort that drives the relational development forward.