This article dialogues with “yoga studies” and the social scientific study of religion (e.g., the sociology of religion and religious studies), arguing that both substantially neglect a thorough discussion of scholars’ engagement in the field despite being largely composed by “scholar–practitioners”. This is problematic from a methodological point of view as well as from an ethical perspective. Moving in the interstices between biographical reflections, critical social theory and methodological notes on embodied ethnographic research, I self-reflexively discuss my “shifting positionality” from devoted yoga practitioner to critical scholar, mapping the most significant turning points that I encountered during my research on the pedagogies of modern forms of yoga (2017–current). In so doing, I also discuss my overall positioning, participation and ethical reflections in relation to the main object of inquiry of my research. From this, I posit that the positions of scholar and practitioner are, at least in some cases, incommensurable, while the scholar–practitioner may also foster a unique way of knowing based on reflexivity as a living engagement and on the linkages between theory and practice from which there is much to gain.