There are few high-quality studies using randomized controlled trials (RCTs) in the adventure and wilderness therapy literature. Thus, a unison call is heard for more such studies to be carried out. This article presents a Norwegian wilderness therapy research project that planned to incorporate this "gold standard" that is regarded as the most scientific and rigorous approach available. We did not succeed. Mounting challenges led us to discard the RCT altogether and select other methodologies. Here, we account for the ethical, health outcome, practical, and empirical obstacles that we encountered when attempting to randomize at-risk adolescents into experiment and control groups. Our conclusion is that although RCTs may be superior in some aspects, they hold the potential to become bad science when the interventions are as complex and multi-faceted as adventure and wilderness therapy programs.