Background: N-of-1 observational studies can be used to describe natural intra-individual changes in health-related behaviours or symptoms over time, to test behavioural theories and to develop highly personalised health interventions. To date, N-of-1 observational methods have been under-used in health psychology and behavioural medicine. One reason for this may be the perceived complexity of statistical analysis of N-of-1 data. Objective: This tutorial paper describes a 10-step procedure for the analysis of N-of-1 observational data using dynamic regression modelling in SPSS for researchers, students and clinicians who are new to this area. The 10-step procedure is illustrated using real data from an N-of-1 observational study exploring the relationship between pain and physical activity. Conclusion: The availability of a user-friendly and robust statistical technique for the analysis of N-of-1 data using SPSS may foster increased awareness, knowledge and skills and establish N-of-1 designs as a useful methodological tool in health psychology and behavioural medicine.