We write from our own experience as researchers on the integration of immigrants and their children, describing several ethical and research considerations that we addressed. In one study we examined the use of public benefits among immigrant families. This study posed issues regarding the selection of which “benefits” should be considered as “welfare”; how to construct comparison groups of immigrants versus natives; and the political sensitivities in reporting widely high use rates of certain benefits, particularly Medicaid. A second study examined the effects of parental detention and deportation on children. It raised issues regarding identifying samples of immigrants to interview, creating trust with interviewees and protecting their confidentiality, and examining the views not just of advocates and families but others involved in the process (such as law enforcement officials) to ensure their perspectives were reflected in resulting reports. A third project examined the young children of Black immigrants—a group that varies widely in their modes of entry, recency of arrival, and levels of human capital. To avoid simplistic misinterpretations, we disaggregated data by national origin where possible and ensured that the results highlight both the risks and protective factors identified. © 2013 Wiley Periodicals, Inc.