When conducting research with children it is essential to consider not only the data, which have been produced as a result of the research, but also the research process itself. This article represents an attempt to contribute the accumulation of knowledge regarding methodological and ethical issues concerning research with children. The data in this article are based on individual and focus-group interviews with children where ethical and methodical challenges related to dealing with children's experiences in the context of bullying in kindergarten are discussed. The topics that will be discussed related to methodical issues are (1) the nature of interaction between the researcher and children and the interpersonal style adopted by the researcher, (2) the style of questioning and (3) challenges in group dynamics in focus-group interviews. Furthermore, topics related to ethical subjects are (1) how to gain access and seek consent with the aim of protecting children as research participants and (2) the issues of privacy and confidentiality.