This case study deals with interviews conducted in sensitive research contexts. Not surprisingly, actors in sensitive research environments are very reluctant to share information with outsiders. In this article, we will put our focus on approaching potential interviewees and conducting interviews in such circumstances. In particular, we will share experiences about actors engaging in cross-border trade gained in two different field studies. While the first study refers to cigarette smugglers in Eastern Europe engaging in a kind of partnership of convenience, the second one concerns diamond dealers who are interconnected through strong ethnic and kinship relations. Our experiences in researching these actors and their economic activities suggest that for succeeding in research in sensitive contexts, it is essential to build up a level of trust with the interviewees. Strong trust is needed in these two research fields and requires the researcher's on-site presence for a longer period of time. Furthermore, we highlight the importance of finding appropriate gatekeepers, the perception of the researcher by the researched, applying the snowball method and ethical aspects of such kind of research.