This paper presents the ETHAI (Ethics of AI) methodology developed within the COMFORTage project, which focuses on responsible AI implementation in dementia and frailty care. The methodology integrates the European Union Guidelines for Trustworthy AI with bioethical principles, care ethics, and neuroethics considerations to create a comprehensive framework for operationalizing ethics in healthcare AI systems. ETHAI employs a cyclical four-phase process: ethics requirements identification, requirement translation, implementation and refinement, and assessment and evaluation. This context-sensitive approach emphasizes stakeholder engagement and co-design, bridging the gap between abstract ethical principles and concrete implementation. Through interdisciplinary collaboration, ETHAI facilitates the development of AI systems that align with the values, needs, and expectations of diverse stakeholders while addressing the unique ethical challenges presented by neurodegenerative disease care. The paper details both the theoretical foundations and practical implementation of this methodology within the COMFORTage project, along with some preliminary results, demonstrating how ethics can be systematically embedded throughout the AI development lifecycle.