The topic of female researchers interviewing male subjects has received previous attention, but few scholarly works focus specifically on sensitive topics such as sexual behaviors. The discrepancy suggests that even though women researchers interview men about sensitive issues, sexuality still seems out of bounds. Based on our research, we found it intellectually and emotionally challenging to interview men about sexually degrading behaviors. In the present article, we focus on the gender performances by both the interviewees and interviewers, including how the structure of the interview affects gendered interactions in interviews and the vulnerability we experienced as a result. We conclude by suggesting a few strategies that future women researchers can employ when conducting cross-gender, in-depth interviews with men about sex. We also raise questions for feminist researchers about how best to handle sexist, racist, and derogatory remarks made by interviewees.