While big data (BD) has been around for a while now, the social sciences have been comparatively cautious in its adoption for research purposes. This article briefly discusses the scope and variety of BD, and its research potential and ethical implications for the social sciences and sociology, which derive from these characteristics. For example, BD allows for the analysis of actual (online) behavior and the analysis of networks on a grand scale. The sheer volume and variety of data allow for the detection of rare patterns and behaviors that would otherwise go unnoticed. However, there are also a range of ethical issues of BD that need consideration. These entail, amongst others, the imperative for documentation and dissemination of methods, data, and results, the problems of anonymization and re-identification, and the questions surrounding the ability of stakeholders in big data research and institutionalized bodies to handle ethical issues. There are also grave risks involved in the (mis)use of BD, as it holds great value for companies, criminals, and state actors alike. The article concludes that BD holds great potential for the social sciences, but that there are still a range of practical and ethical issues that need addressing.