This chapter provides an overview of research into the online dimension of sex trafficking and reflects upon the ethical and epistemological challenges of analysing digital traces in this context. The first part consists of an overview of the methods and epistemological foundation associated with the big data paradigm. It goes on to describe what is commonly referred to as the trafficking-technology nexus—the intersection of technology and trafficking—and critically reviews research associated with this nexus. Finally, it will discuss the limitations and implications of using digital traces to understand the sex market. It is concluded that research into the trafficking-technology nexus risks causing harm to populations in the sex market unless firmly grounded in social scientific epistemologies and sensitive to the complexities associated with exploitation.