This paper addresses some fundamental methodological and ethical issues confronting non-Chinese researchers undertaking research in Hong Kong Chinese society. Among other things, it considers problems pertaining to data collection, the challenges of data interpretation, and the implication that this has for research. Whilst the issues are by no means unique to Hong Kong, there are a number of matters related to outsider research that require special attention in the Hong Kong Chinese context, even when the researchers may be acquainted with both the context and the participants. Understanding the context of research, including the socio-cultural context of which the research participants are a part leads to an enhanced understanding of the issues at hand. This paper intends to serve as an overview that may guide future research in Hong Kong. Issues raised in this paper will need re-theorizing in order to provide a more realistic and comprehensive view of the need to re-examine the paradigms that guide research methodology in Confucian societies.