Empirical research in criminology poses many challenges, as the present book attests. This is especially true when researching vulnerable populations such as the group addressed in this chapter: imprisoned persons. Carrying out studies with imprisoned persons has its own set of difficulties due to the context in which research is developed—the prison—and the vulnerabilities of the studied population—the prisoners—, who usually come from disadvantaged backgrounds and are subjected to the power of prison authorities. In this chapter, we use our experience conducting fieldwork inside prisons, mainly in Spain, but also in some countries of Latin America such as Brazil, El Salvador and Mexico, to reflect upon the specific challenges and ethical dilemmas of researching imprisoned persons. First, we address the difficulties of gaining access to prisons and the main obstacles we may find when dealing with the different gatekeepers and a distrustful study population. Secondly, methodological challenges are explored, with a specific focus on conducting surveys and interviews with inmates. The third section discusses the ethical and emotional aspects of prison research. The chapter concludes by reflecting upon the lessons learned from conducting research with imprisoned persons inside prisons.