The article considers the methodological opportunities and challenges associated with three large-scale ethnographic studies conducted in Bangladesh, China, and Nepal. It reflects on how locally and regionally embedded cultural practises and meanings shape Asian criminological research projects. The article argues that conducting research in certain Asian contexts benefits from an awareness and sensitivity to specific modalities of culture in these regions. The following deliberations reflect on the importance of developing authenticity and building connections, embedded within concepts specific, and relevant to research in Asia—relationality, guanxi, patronage, and adda. The challenges of the research projects, of which there were many, are also discussed and include dichotomies between research conducted in the global North and global South, coloniality, ethics, and issues faced by a British researcher, conducting research in Asia.