There are many advantages and disadvantages of online data collection. However, there are few known studies that discuss the specific nuances of conducting sex-related data via the Internet. Because sex-specific data are unique in various ways (e.g., need for anonymity), the decision regarding whether or not to collect sex data online requires unique considerations. There are additional ethical considerations (e.g., confidentiality), but also specific threats to internal and external validity, such as loss of environmental control, data contamination, and sample representativeness. This case study discusses some of the challenges in collecting sex-related data online and also provides personal stories of mistakes and how to learn from them. The case study specifically illuminates issues in targeting the appropriate sample, titling the study (during recruiting) in a way that is informative to the participants but does not bias the sample, and providing comfort to participants who may be skeptical or afraid to answer questions honestly.