Researchers need to observe complex problems from various angles and contexts to create workable, effective and sustainable solutions. For complex societal problems, including health and socioeconomic disparities, cross-sectoral collaborative research is crucial. It allows for meaningful interaction between various actors around a particular real-world problem through a process of mutual learning. This collaboration builds a sustainable, trust-based partnership among the stakeholders and allows for a thorough understanding of the problem through a solution-oriented lens. While the created knowledge benefits the community, the community is generally less involved in the research process. Often, community members are engaged to collect data or for consultancy and knowledge dissemination; however, they are not involved in the actual research process, for example, developing a research question and using research tools such as conducting focus groups, analysis and interpretation. To be involved on these levels, there is a need for building community capacity for research. However, due to a lack of funds, resources and interest in building capacity on the part of both researchers and the community, deeper and meaningful involvement of community members in research becomes less viable. In this article, we reflect on how we have designed our programme of research—from involving community members at different levels of the research process to building capacity with them. We describe the activities community members participated in based on their needs and capacity. Capacity-building strategies for each level of involvement with the community members are also outlined.