Opportunities to closely monitor and evaluate students' mathematical thinking enables accurate interpretations of their conceptual understanding. This methodological paper reports on a novel and versatile analysis approach to extract student thinking during mathematical games through the generation of Dynamic Learning Artefacts (DLAs). Illustrative examples drawing upon lesson observation notes, interview transcripts and photographs describe the process of generating DLAs to better understand student thinking. The implications for adopting this method of analysis to support teachers' knowledge for instruction are presented and discussed.