There are important ethical issues that must be carefully thought through when undertaking research with children. This paper explores how the context of such issues changes with the individual circumstances of the children involved, particularly when they are marginalised or excluded by wider society. By reflecting on experiences of research with Kampala street children, this paper highlights how participation throughout the research process can both raise and resolve ethical dilemmas. This is illustrated by reflecting on two examples, namely discussing sensitive topics and the dissemination of socio-spatial research findings. In conclusion, the paper demonstrates the importance of ethical sensitivity to the changing situations that arise when conducting research with street children and the importance of incorporating and involving them in both the research process and ethical dilemmas.