This paper addresses the role of 'emotional labour' in conducting sensitive research. As such it begins to unpick the emotional and embodied consequences of working with data which covers sensitive subjects, in this case perinatal death, and considers how such responses are likely to impact on the analysis of data. We draw upon two doctoral studies which explored parental experiences of perinatal bereavement. We argue that researchers need to understand and consider carefully how emotions experienced during the research may impact upon the findings. By exposing the authors' own positionality in this research based on their own experience of perinatal loss, we acknowledge that we are actors in research which has an impact on the process and final product of the studies.