This paper examines the experiences of educational researchers undertaking fieldwork within three Central Asian countries -- Kazakhstan, Kyrgyzstan and Tajikistan. Drawing on interviews with educational researchers from within and outside the region, the findings show that researchers encounter numerous ethical and methodological challenges in the process of gaining access to sites and participants, in data collection and in dissemination of findings. Many of them stem from a persistence of Soviet style controls, an underdeveloped research culture and use of standard research ethics guidelines. However, I argue that not all challenges can be blamed on the context of these countries, but in some cases neglect in proper planning and implementation of research is another reason for some challenges faced by researchers. The paper shows that some of the dilemmas and challenges faced by researchers are not unique to Central Asia, but ones that are also encountered in other countries.