This article is prompted by fieldwork undertaken on the 'Muslims in Prison' (MIP) project from July 2001 to July 2002. In addition to a discussion of general methodological considerations for prison research, the article evaluates key challenges and sensitivities encountered during the project. The points for discussion include issues of access, confidentiality, security, health and ethics. In particular, the article discusses the significance of the researcher's biography—himself a British Muslim—and how these impacted on the qualitative research methods. The fieldwork straddles the events of 9/11, and the article includes a discussion of the impact of this event on the research. The observations will be of interest to researchers of Black and Minority Ethnic (BME) prison populations and the changing and developing role of the researcher in secure settings.