Homelessness, defined as a lack of appropriate, stable, and permanent housing, is a common issue in many societies and is linked to both structural and individual factors. These factors include psychological mechanisms and disorders which can trigger or worsen already precarious situations. In order for these factors to be taken into account in social rehabilitation programs, they need to be precisely described. However, at present, studies in this field are lacking in France. Despite homelessness being an issue across the country, few studies have evaluated the underlying psychological or neuropsychological mechanisms. More data are needed, not only to provide an accurate description of the situation in France, but also to ensure that foreign observations and interventions are relevant for application to the homeless population. In order to achieve this, more quantitative and qualitative data and investigative methodologies and studies are needed. Sharing experience and methods within the scientific community is one way to support further research, particularly in complex domains such as homelessness. At the moment, only a few such papers have been published. In this paper, we share our experiences from a research project that started in 2020 (currently unpublished) on the prevalence of cognitive disorders among homeless service users in Paris. We describe the exploratory phase of our project, obstacles encountered during the implementation of the study, including how we dealt with ethical issues, and data collection. We end the paper with recommendations for future psychological studies on homelessness.