This letter seeks to synthesise methodological challenges encountered in a cohort of Wellcome Trust-funded research projects focusing on sexualities and health. The ten Wellcome Trust projects span a diversity of gender and sexual orientations and identities, settings; institutional and non-institutional contexts, lifecourse stages, and explore a range of health-related interventions. As researchers, we originate from a breadth of disciplinary traditions, use a variety of research methods and data sources. Despite this breadth, four common themes are found across the projects: (i) inclusivity representations and representativeness, (ii) lumping together of diverse groups, (iii) institutions and closed settings (iv) ethical and governance barriers.