Migration research poses several unique challenges and opportunities. Conducting ethical global health practice, especially when studying migrant mental health, is of particular concern. This article explores seven challenges and lessons learned in our mixed‐methods study conducted to assess the impact of the migration experience on Haitian migrants’ mental health in Santiago, Chile. The primary challenges were recruiting in a highly mobile population, building trust and community participation, overcoming language barriers, safety considerations during the Covid‐19 pandemic, mitigating potential negative impacts of research on the community, providing psychological support, and finding meaningful ways to benefit the community. We propose moving toward a better and more ethical migrant research practice by ensuring language accessibility, hiring community members for the study team, working with local institutions and nongovernmental organizations, and maintaining sustainable connections.