This paper explores the sensitivities of conducting educational research in small states and territories, where the very act of conducting research, aside from its purposes or focuses, is itself a sensitive matter. The paper takes a "critical case study" of Macau and examines cultural, educational, political, micro-political, interpersonal and practical issues, overlaid by characteristics of Chinese culture, that must be factored into the planning and conduct of research in the territory. It suggests that compromises and trade-offs have to be made in educational research in small states and territories, and argues that researchers must anticipate a range of problems in advance, and, through ingenuity, networking and sensitivity, overcome them. The magnification of sensitivities in small states and territories contributes to their special educational ecology; investigating these is frequently an interpersonal as well as a research matter. (Contains 6 tables.)