This paper draws on data from a project undertaken with children (N?=?72) in Mongolia and Zambia. The research is distinctive in bringing together diverse children, ranging from those living on the street to those in mainstream education and involving them in discussions about educational research. Being conscious of critiques of adult-initiated research as well as being influenced by work on participatory action research and research on understanding children's perspectives, we were keen to hear the views of children about research and how research should be carried out. This included enabling children's participation in discussions about potential research areas that could be focused upon as well as discussions about ethical issues and methodology. In this paper we report on our experiences of involving children in discussions about research and explore the numerous insights that the children provided. We conclude that while understanding children's perspectives on research and including children in the research process is important there are many issues which arise from doing so and which need to be reflected upon. These include issues around power and identity, the importance of the context, including local expectations of children as well as children's prior experiences, including how "vulnerable" children are represented.