diff --git a/src/Avatar.DynamicProxy/DynamicAvatarInterceptor.cs b/src/Avatar.DynamicProxy/DynamicAvatarInterceptor.cs
index 528b01d..7061194 100644
--- a/src/Avatar.DynamicProxy/DynamicAvatarInterceptor.cs
+++ b/src/Avatar.DynamicProxy/DynamicAvatarInterceptor.cs
@@ -1,24 +1,36 @@
 using System;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
+using System.Linq.Expressions;
+using System.Reflection;
 using Castle.DynamicProxy;
 
 namespace Avatars
 {
     internal class DynamicAvatarInterceptor : IInterceptor, IAvatar // Implemented to detect breaking changes in Avatar
     {
+        static readonly MethodInfo expressionFactory = typeof(DynamicAvatarInterceptor).GetMethod("CreatePipeline", BindingFlags.Static | BindingFlags.NonPublic);
+        static readonly ConcurrentDictionary<Type, Func<BehaviorPipeline>> createPipelineFactories = new();
+
         readonly bool notImplemented;
-        readonly BehaviorPipeline pipeline;
+        BehaviorPipeline? pipeline;
 
-        internal DynamicAvatarInterceptor(bool notImplemented)
-        {
-            this.notImplemented = notImplemented;
-            pipeline = new BehaviorPipeline();
-        }
+        internal DynamicAvatarInterceptor(bool notImplemented) => this.notImplemented = notImplemented;
 
-        public IList<IAvatarBehavior> Behaviors => pipeline.Behaviors;
+        public IList<IAvatarBehavior> Behaviors => pipeline!.Behaviors;
 
         public virtual void Intercept(IInvocation invocation)
         {
+            if (pipeline == null)
+                pipeline = createPipelineFactories.GetOrAdd(invocation.Proxy.GetType(), type =>
+                {
+                    var expression = (Expression<Func<BehaviorPipeline>>)expressionFactory
+                        .MakeGenericMethod(type)
+                        .Invoke(null, null);
+
+                    return expression.Compile();
+                }).Invoke();
+
             if (invocation.Method.DeclaringType == typeof(IAvatar))
             {
                 invocation.ReturnValue = Behaviors;
@@ -26,7 +38,8 @@ public virtual void Intercept(IInvocation invocation)
             }
 
             var input = new MethodInvocation(invocation.Proxy, invocation.Method, invocation.Arguments);
-            var returns = pipeline.Invoke(input, (i, next) => {
+            var returns = pipeline.Invoke(input, (i, next) =>
+            {
                 try
                 {
                     if (notImplemented)
@@ -54,5 +67,7 @@ public virtual void Intercept(IInvocation invocation)
                 invocation.SetArgumentValue(index, returns.Outputs[i]);
             }
         }
+
+        static Expression<Func<BehaviorPipeline>> CreatePipeline<TAvatar>() => () => BehaviorPipelineFactory.Default.CreatePipeline<TAvatar>();
     }
 }
diff --git a/src/Avatar.UnitTests/DynamicAvatarFactoryTests.cs b/src/Avatar.UnitTests/DynamicAvatarFactoryTests.cs
index 855d0d9..5ee2188 100644
--- a/src/Avatar.UnitTests/DynamicAvatarFactoryTests.cs
+++ b/src/Avatar.UnitTests/DynamicAvatarFactoryTests.cs
@@ -1,5 +1,6 @@
 using System;
 using System.Reflection;
+using System.Threading.Tasks;
 using Sample;
 using Xunit;
 
@@ -43,5 +44,25 @@ public void TestFactory()
 
             Assert.Equal(4, recorder.Invocations.Count);
         }
+
+        [Fact]
+        public void ConstructorInterceptionNotSupported()
+        {
+            BehaviorPipelineFactory.LocalDefault = new RecordingBehaviorPipelineFactory();
+            AvatarFactory.LocalDefault = new DynamicAvatarFactory();
+
+            var calculator = Avatar.Of<ICalculator>();
+            var avatar = calculator as IAvatar;
+
+            Assert.NotNull(avatar);
+            Assert.Single(avatar.Behaviors);
+            // Cannot record ctor call
+            Assert.Empty(((RecordingBehavior)avatar.Behaviors[0]).Invocations);
+        }
+
+        class RecordingBehaviorPipelineFactory : IBehaviorPipelineFactory
+        {
+            public BehaviorPipeline CreatePipeline<TAvatar>() => new BehaviorPipeline(new RecordingBehavior());
+        }
     }
 }