This chapter argues that sex work research requires exacting ethical standards and scrutiny, but not for the reasons often assumed. Rather than viewing sex workers as vulnerable research subjects, the authors urge researchers to see sex workers as experts on their own experiences, and not as inherently vulnerable. Sex workers as a population are both hidden and over-researched, meaning that even high-quality research into sex work has the potential to be both difficult and harmful in ways researchers may not anticipate. This chapter offers points of reflection for anyone considering doing health (or other) research relating to sex work. It emphasizes that, before approaching the question of how to research sex work, researchers must grapple with the question of whether they should do so. The chapter first explores the central paradox of research in this area: that sex workers are at once a hidden population, and a demographic that is over-researched. Second, it provides essential basic knowledge on sex work, allowing researchers to view sex workers as experts on their own experiences—and sex work as not inherently health-compromising behavior. Then, it discusses participant recruitment, participant compensation, and other ethical considerations. Finally, the chapter delves into the specific risk of epistemological violence. Throughout this chapter, the authors use a hypothetical research project to illustrate the concerns and questions that come up in health research related to sex work.