Information technology plays an increasingly prominent role in our personal and professional lives. It also plays an important role in schools, and especially in mathematics education. To realise their full potential in education, technologies should be designed in a way that addresses the characteristics of the target students. In the context of learning mathematics, students often experience anxiety with regard to the content that needs to be learnt; therefore, this work considers mathematics anxiety as a characteristic that should be particularly relevant when designing technologies that assist with teaching and learning mathematics. The development of personas, i.e., prototypical and simplified user descriptions, is a widely used tool in user experience (UX) research that supports design processes. In this methodological paper, we combine this UX methodology with a grounded theory approach. This combination of methodologies could facilitate the establishment of guidelines for developing personas representing secondary school mathematics students, which constitutes the goal of this paper. We review existing persona development techniques in other fields and adapt them to the context of secondary mathematics education using qualitative secondary data. Our aim is to provide a research approach that produces a better understanding of students’ characteristics, needs, and fears. Despite limitations in terms of the amount of data included in developing and piloting this methodology, this work forms the basis for increasing the usability of educational technologies and for adapting them to individual learning styles to reduce mathematics anxiety.