The aim of this article is to discuss ethical dilemmas that occur in doing research on social entrepreneurial sport ventures. Three cases that highlight ethical dilemmas in research on social entrepreneurship and sport are presented and ethically reflected upon. The data comprise interviews with representatives, field notes from observations and analyses of documents concerning the ventures. Three things make research in this area extra problematic: first, ‘social good’ in social entrepreneurship and sport implies a normative perspective. It is permeated by ideology and ethics. Second, what is considered as ‘social good’ may differ between sectors of society as the entrepreneur crosses boundaries. What is valid as a resource and capital in one sector might not be so in another one, and what is legal within one sector may be illegal in another. Third, social entrepreneurs may have their own intentions with regard to participating in research, which may challenge our credibility as researchers. Therefore, we need, as professionals, to take a step back and be both critical of our work and make this criticism visible, which is to some extent what we are doing by writing this article.