The main purpose of this article is to discuss some ethical-methodological issues associated with scientific research in confinement settings, particularly those that result from the relationship with the confined individual in the framework of qualitative research. Basing the reflection on empirical research developed by both authors in Portuguese confinement settings – prisons and youth educational centres – we examine the significant challenges and dilemmas this type of research entails, exploring the interface between procedural ethics and ethics in practice at three points in the analytical process: before, during and after data collection. This article illustrates the interplay between formal and informal procedures, and between the initial distancing and strangeness when making contact with confinement settings and their social actors and the institutional and relational dynamics that become ingrained in our everyday practice. Our goal is to give visibility to these institutional and relational dynamics and to reflect on the challenges experienced by those who enter confinement settings to do research, in an effort to make the research process more transparent and at the same time more reflexive. We end our reflection advocating more ethically committed and critical scientific research.