The concept of trajetory (parcours) is increasingly present in French sociological research. The article opens by a review of research mobilizing the concept which often alludes to life-course studies (parcours de vie) and then moves on to present a novel research approach, referred to as trajectory analysis, a subcategory of life-course sociology. It lays out the stakes, the meaning and the empirical materials needed for carrying our trajectory analysis. The article then presents the two methodological tenants of trajectory analysis, namely accounting for temporal dynamics and logics of interdependence. It then moves on to show that temporal dynamics and logics of interdependence cannot be correctly understood without treating separately the micro, meso, and macro levels of observation and analysis. Such articulation of levels of analysis brings to light the multidimensionality of social phenomena. The article then discusses the agency of social constraints and the need for anchoring actions to specific contexts. As a closing remark, the author argues that in the field of social action, this tension amounts to “constrained individualism.”