This paper reports on the experiences of a nursing-led research group, ‘The Palliative and End of Life Care Research Group’, within the School of Nursing and Midwifery at the University of Sheffield. There is a long tradition of research in palliative care in which nurses have played an important role and currently opportunities to conduct research in palliative care are expanding. Nurses face a number of ethical and methodological challenges in conducting palliative care research, many of which extend beyond individual research conduct. Drawing on practical examples in each case, this paper explores the following themes: issues involved in raising participation and recruitment to studies of palliative care; how the topics of palliative and end-of-life care are introduced and explored with participants; what ‘special’ needs participants have in palliative care research; interpersonal issues in conducting palliative care research; and providing support and supervision to researchers.