"Friendship as method" is a relatively underexplored—and often unacknowledged—method, even within ethnographic inquiry. In this article, we consider the use of friendship as method in general, and situate this in relation to a specific ethnographic research project, which examined the lived experience of asthma amongst sports participants. The study involved researching individuals with whom the principal researcher had prior existing friendships. Via forms of confessional tales we explore some of the challenges encountered when attempting to negotiate the demands of the dual researcher-friend role, particularly during in-depth interviews. To illustrate our analysis, four sets of tales are examined, cohering around issues of: (1) attachment and when to "let go"; (2) interactional "game-play"; (3) "rescuing" participants; and (4) the need for researcher self-care when "things get too much." The need to guard against merger with research participants-as-friends is also addressed. In analysing the tales, we draw upon insights derived from symbolic interactional analyses and in particular upon Goffman’s theoretical frameworks on interactional encounters.