As intersectionality gains more prominence, scholars still face difficulties of incorporating principles of intersectionality into empirical research. Key concepts of intersectionality theory include moving away from additive thinking, relationality, and social constructionism. An important challenge is how to incorporate these concepts into research design. While existing scholarship examines intersectional methodology, most of the focus has been on issues of analysis not data collection. I argue that some of the difficulties in intersectionality scholarship are not just issues of analysis but issues of data collection. In particular, I discuss how scholars can incorporate intersectionality concepts into research design by offering examples from my own research that used qualitative interviews to examine how race and gender influenced neighborhood experiences. I also present the obstacles I encountered in conveying the key concepts of intersectionality into language that is relatable to study participants.