Roma people are an ethnic group with a nomadic background, who live in many countries around the world. They experience poor health and access to health care, exacerbated by poor living conditions, low socio-economic status, discrimination, and disadvantage. People classified as Roma belong to a variety of separate groups, such as Kale, Sinti, and Manoush, and in the UK are primarily known as Gypsies and Travellers. Diversity of culture and language increases the challenge of exploring health behaviors and illness prevention and presents barriers to reaching reliable conclusions about the best way to improve health and health service access. This chapter focuses on the methodology of conducting research with Roma, Gypsies, and Travellers and is based upon experience gained from four qualitative research studies which explore aspects of public health. Methodological areas discussed are public and patient involvement (PPI), recruitment, data collection, and interpreting and translating knowledge. Recommendations are made for best practice in future research with this under-researched and stigmatized group.