Sexual and reproductive health (SRH) research is essential for the development of population-tailored evidence-based policies and programs that support sexual health among adolescent girls. However, ethical challenges create barriers to girls’ participation in low- and middle-income countries (LMICs). From February to September 2019, girls aged 16–20 (n = 30) who participated in the Jovenes Sanos study in Tijuana, Baja California (ClinicalTrials: NCT03660514) responded to in-depth interviews (IDs) on the perceived risks and benefits of participating in studies which address gender-based violence, unintended pregnancy, and STIs. Emergent themes indicated the need to ensure that consent and incentive procedures are tailored to the developmental level of participants, while highlighting the importance of researcher–participant relationships, and demonstrating how research can serve as an opportunity to empower girls to express their sexual health medical needs. Understanding adolescent girls’ voices is a critical step in ensuring that consent to participate SRH research is tailored to the developmental needs of participants, is culturally competent, and has a participant-centered approach.