The ethical complexities associated with research with children are well recognised and have been debated extensively within the childhood literature. However, ethical issues occurring in research with children about sensitive issues, such as parental incarceration, and the practical solutions required to address such issues, are less well described. This paper draws on recent experiences of a research project conducted in the Australian Capital Territory exploring the needs of children of prisoners. It discusses three key interrelated methodological and ethical challenges observed by the researchers. While there is no doubt that considerable care needs to be taken to identify ethical and effective ways to undertake research with this group of children, we argue that applying a process of ethical reflexivity will assist researchers in planning and conducting ethical and methodologically valid research with children of prisoners.