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This article examines the value of using ethnographic methodology in research with women involved in street sex work in an inner-city suburb of Melbourne, Australia. The aim is to draw attention to the importance of three fundamental elements of this type of research with marginalised populations: 1) researchers’ immersion into the field over a sustained period of time, 2) ethical considerations about informed consent for people with cognitive impairment as a result of chronic drug use, and 3) reflexivity and positionality in qualitative research. Data collected from two and a half years of ethnographic fieldwork, including participant observation and semi-structured interviews with women involved in street sex work, emphasises the importance of adopting these participatory methods to ensure authenticity, rigour and credibility of research findings with marginalised populations.