Drawing on a digital ethnographic study on young Chinese migrants in Australia, this chapter reflects on ethical issues, challenges and opportunities the researcher has faced (knowingly or not) during different stages of the study. It begins with a review of international literature on the ethics of doing “digital migration studies” before explaining the design processes of the research. The chapter illustrates how, at the intersection of migration and digital media studies, ethical challenges may emerge both during conceptualisation of the study and after data collection is completed. Special consideration needs to be given to framing research questions, the influence of researcher subjectivity and positionality and managing researcher-participant relationships post-data collection. The chapter ends with several provocations regarding how to research migrants’ everyday digital experiences ethically.