Methodological and ethical challenges that researchers face when they conduct research with children are the focus of this article. The discussion is based on a study conducted with 2-6-year-old children in Iceland, where the purpose was to shed light on children's perspectives on their early childhood settings. The study is built on the conviction that children, just like adults, are citizens who hold their own views and perspectives, they have competencies and the right to be heard, and they are able to speak for themselves if the appropriate methods are used. The article reflects on methodological dilemmas and challenges as well as ethical issues related to informed consent, confidentiality, protection and interactions.