Generally, sensitive research refers to studies of sensitive biographical experiences of vulnerable groups, difficult to access otherwise, using qualitative methods and, thus, piercing deeply into respondents’ intimacy with potential harm both for researcher and participants in the study. In this respect, sensitive research generates some difficulties in collecting, analysing and dissemination of data. Taking into consideration the difficulties that can appear in the process of interaction with subjects while collecting the data, the sensitive research is rarely managed without added effort. This paper intends to put into discussion the risks and ethical issues that may arise along the process, based on the review of a selection of case studies.