Intelligent Environments bring technology closer to daily life and aim to provide context-sensitive services to humans in the physical spaces in which they work and live. Some developments have considered the ethical dimension of these systems; however this is an aspect, which requires further analysis. A literature review shows that these approaches are rather disconnected from each other, and that they are not making an impact on real systems being built. This paper summarises the ethical concerns addressed by previous work, highlights other important concerns, which have been overlooked so far, and proposes a more holistic approach. It explains how these concerns can be used to guide part of the development process in such a way that Intelligent Environments being engineered in the future will consider the ethical dimension in practice, not just in theory.