Human-Computer Interaction (HCI) is a discipline where scientists with different backgrounds meet. Especially with artificial intelligence (AI) in the equation, which is inherently data-intensive, researchers might be tasked with collecting data from human research participants. For technical disciplines, this task was traditionally not the focus of scientific work and training. Therefore, those researchers are faced with an undertaking they were not trained for and cannot be aware of its pitfalls, especially regarding ethical considerations concerning the well-being of human participants during data collection. This paper aims to raise awareness among researchers in the field of HCI and AI for the importance of collecting data from human participants according to ethical guidelines and to provide practical assistance. The paper is structured around the research use case of predicting vehicle maneuvers from the driver’s gaze. First, the necessary procedures to ensure participant well-being during data collection for this use case are outlined. Second, we present a systematic literature review of 32 recent studies investigating this use case, and find that less than 30% report consideration of ethical matters in their articles. The paper concludes by broadening the view to encompass general guidelines for collecting data from human participants. A checklist is provided as practical tool to assist in ensuring ethical compliance. This paper is timely, since more and more publishers and research-funding agencies put emphasize on this topic across all scientific disciplines, and research cannot be funded or published without considering this issue any more.