African American women living with HIV (WLWH) in the U.S. South encounter heightened marginalization due to the complex intersections of race, gender, poverty, and HIV status. Social vulnerabilities experienced by individuals and communities in daily life have the potential to sharpen ethical tensions in the context of research. Thus, conducting ethical research requires attention to the contextual challenges and concerns of diverse research populations to tailor participant protections to a particular sociocultural context. Using principles from the Belmont Report, the present report draws on data from a qualitative study with 42 African American WLWH in the South by highlighting the first author's accounts of ethical challenges that emerged during data collection. Findings suggest that engaging participants in their natural environments can inform the development of ethical research strategies germane to women's lived experiences. Study findings also contribute to empirical guidance for investigators engaging marginalized populations in scientific research.