This research was conducted with an emphasis on collecting biological samples in a protected population (adolescents) in a school setting. The focus of this cross-sectional, correlational pilot study was examining the effects of bullying, cortisol, and perceived stress on depressive symptoms in a convenient sample of ninth-grade students. Research practicalities included early discussion with the school principal and superintendent. Recruitment was done during an elective class with a supportive teacher. In addition, a careful screening process included assent of adolescents and consent of parents. Biological data were collected with saliva samples from participants in the morning and afternoon with survey data collected on a school computer through an online survey company. At the end of the study, US$5.00 gift cards were provided to the students who participated. Analysis of data was completed on site to determine whether any students were at risk of harm to themselves or others. Further documentation of unusual events that occurred at the school during the data collection process was kept in a journal for reflection of any extraneous problems that would have impacted the study findings. In summary, conducting a pilot study before beginning a larger study enables the researcher to understand feasibility and possible changes that need to be made before moving forward. Having trained research assistants is invaluable when conducting research with students in a school setting. Likewise, having a skilled professional who is familiar with the students is paramount when unexpected findings occur.