This case study relates to my experience of conducting a qualitative study of the employment relations between foreign domestic workers and their employers in Hong Kong. As part of my MPhil in 2004 and 2005, I conducted a series of semi-structured interviews with foreign domestic workers and their local Chinese employers. I also collected data through participant observation in the foreign domestic worker community. Worker–employer encounters are constituted by a series of interpersonal differences, including gender, class, ethnic, and national divides, and take place within a social space in which the private and public spheres interpenetrate. Studying how foreign domestic workers and their employers interact and negotiate with one another yielded three different but intertwined ethical questions arising during the inquiry process: The first concerns the micropolitics at work between foreign domestic workers, their employers, and myself, the researcher. They included what should, and should not, be done in the interests of building rapport with foreign domestic workers and their employers. The second question arose in light of the first: was it ethically acceptable—even if practically possible—to interview both employer and worker within the same household? Finally, how should participants’ narratives be analyzed and represented in such a sensitive research context? Fully addressing these ethical concerns required me to go beyond standard suggestions about the ethics of research and adopt an iterative, reflexive approach that enabled me to adapt to the particular situational and relational challenges I encountered.