Morphogen gradients provide essential positional information to gene networks through their spatially heterogeneous distribution, yet how they form is still hotly contested, with multiple models proposed for different systems. Here, we focus on the transcription factor Bicoid (Bcd), a morphogen that forms an exponential gradient across the anterior-posterior (AP) axis of the early Drosophila embryo. Using fluorescence correlation spectroscopy we find there are spatial differences in Bcd diffusivity along the AP axis, with Bcd diffusing more rapidly in the posterior. We establish that such spatially varying differences in Bcd dynamics are sufficient to explain how Bcd can have a steep exponential gradient in the anterior half of the embryo and yet still have an observable fraction of Bcd near the posterior pole. In the nucleus, we demonstrate that Bcd dynamics are impacted by binding to DNA. Addition of the Bcd homeodomain to eGFP::NLS qualitatively replicates the Bcd concentration profile, suggesting this domain regulates Bcd dynamics. Our results reveal how a long-range gradient can form while retaining a steep profile through much of its range. Read the paper here.