In the media and communications field, research investigating the digital media engagements of very young children at home has largely been restricted to survey methods relying on parental self-reports. Recognising that qualitative approaches can bring insights in families’ practices, values and attitudes, we argue for the fruitfulness of an ethnographic perspective, drawing on three cases from the project “A Day in the Digital Lives of children 0-3”, two in Sweden and one in England. Using the concept of methodological responsibility, we argue that methodology and ethics are intrinsically entwined. We offer reflections on dilemmas and challenges involved in our participatory work with children under three and their families, bringing attention to such issues as ensuring initial and ongoing consent, using a video camera in the home and data sharing and dissemination. Building trust in such sensitive work is a complex process but the rewards are considerable.