The impact on researchers of working with sensitive data is often not considered by ethics committees when approving research proposals. We conducted interviews with eight research assistants processing clinical notes on emergency department presentations for deliberate self-harm and suicide attempts during a suicide prevention trial. Common experiences of working with the data included feeling unprepared for the level of detail in the records, being drawn deeply into individual stories, emotional exhaustion from the cumulative exposure to the data over long periods of time while working alone, and experiencing a heightened awareness of the fragility of life and the need for safety. The research assistants also reported on some of the strategies they had developed to cope with the sensitive nature of the data and the demands of the work. The ethical implications for suicide research reliant on non-clinically trained researchers exploring sensitive data are considered. These include the need for research leaders and ethics committees to be aware of the potential adverse mental health impacts for these researchers examining sensitive data and to make appropriate arrangements to minimize the mental health impacts of such work.