The teaching of documentary film faces particular ethical and practical challenges in intercultural environments when working with marginalized groups. The author of the paper was one of the acting teachers for an intercultural group of film students making documentaries on sex workers in rural South African communities in 2015. The paper explores the pedagogical and ethical dimension of the encounters between students and the documentary subjects. It argues for the benefits of creating shared meaning -- a third culture -- through the fostering of relational empathy between student film-makers and their subjects. The focus of the analysis lies in the emotional reactions of the documentary subjects, observed in community screenings in 2016. Conclusions suggest that the concept of relational empathy can help us understand and develop the teaching of documentary in novel ways. It represents a pedagogical choice that is ethical, as it allows for consent that is truly informed.