The past decade has seen increased attention paid to the ethical complexities of educational research undertaken in sensitive or ‘fragile’ settings, where trauma, marginalisation and socio‐political precarity are prevalent. Yet, despite increased awareness of micro‐ethical issues encountered in the field, there is limited research that engages with these issues from the perspective of higher degree research (HDR) students, and few studies that focus on supervisory practices to promote micro‐ethical reflexivity. Here, we draw on interviews with HDR students and supervisors researching in the fragile context of forced migration and related settings of conflict and crisis, exploring issues of gendered violence, sexuality, cultural and linguistic marginalisation, and mental and physical well‐being, to explore their experiences with micro‐ethical complexities in fieldwork. We consider student and supervisor sense of preparedness to engage reflexively with micro‐ethical challenges and identify key supports for navigating ethics‐related dilemmas. Importantly, in exploring gaps in extant supports, we consider issues of individual, collective and institutional responsibility regarding HDR student and supervisor engagement with micro‐ethics, posing key questions about duty of care for novice researchers working in fragile or sensitive contexts.