Trust among team members is imperative for the success of a software development project. Little is known about how distributed teams in Agile software development could build trust between team members separated across different geographical sites, time zones and cultures. Through a Grounded Theory study that involved 55 participants from 38 different software companies in the USA, India and Australia, we investigate the key emergent concerns of distributed teams in Agile software development. We found that members of a distributed team need to build trust with one another in order to become a successful Agile team. In this paper, we present techniques for building trust in Agile software development with distributed teams.