The social life of methodsthe idea that research methods are an important topic of inquiry in and of themselveshas been receiving increasing interest in scholarship on the organisation of the economy and social life, including Science and Technology Studies (STS). In STS, especially ethnographic methods have been important for decades. This article develops an ethnographic methodology for the study of a very new case that challenges the assumptions underpinning many STS ethnographies. This case is the networked energy infrastructure, and we specifically focus on its risk management and markets. Drawing upon recent STS interest in multi-sited ethnography, the article's research design is termed the multi-sited analysis of infrastructures (MSAI), and it develops the concepts of framing and taming to focus on meaning formation as mundane sense-making and as technicalised reasoning on different sites. We demonstrate these concepts in a multi-sited ethnography of energy infrastructure and its risk management and market activities in public regulation, special control rooms (including energy trading), and households. The article rounds up by explaining how the application of our methodology contributes to the advancement of interests in multisited ethnography, relating our research to the previous work in the fields of STS, infrastructure studies, and their methods.