Latino gay men are at high risk for HIV/AIDS, and therefore it is critical that we increase our understanding of their sexual behavior. This paper discusses theoretical and methodological issues of conducting research with Latino gay and bisexual men. The importance of culture in psychological theory addressing sexual behavior is highlighted. Cultural and socioeconomic forces that impact the social construction of sexuality and sexual risk need to be taken into account to increase research validity. Social context and internalized sociocultural experiences can affect a variety of issues, including sexual scripts and the definition and fluidity of sexual orientation identity. Moreover, Latino gay men's sexuality may be influenced by experiences of oppression, discrimination, racism, and homophobia. Level of acculturation should also be considered. Measures that are developed by taking into account the cultural context and incorporating a Latino perspective are helpful in conducting meaningful research. Triangulation of quantitative and qualitative methods will help provide a picture rich in context and at the same time generalizable. The relationship between researchers and participants is affected by Latino cultural styles, and suggestions for approaches to conduct research in the Latino gay community are offered.