Conducting prevention research with children and adolescents raises ethical challenges especially regarding confidentiality. Research with children and adolescents often applies methodologies which aims at the disclosure of sensitive information about practices that impact on adolescent mental and physical health such as sexual activity, smoking, alcohol consumption, illegal drug use, self-damaging and suicidal behaviour (ideation and attempts). The scope of the article is to review normative documents that cover topics relevant for confidentiality when conducting research with children and adolescents. A systematic literature search in MEDLINE was performed to identify relevant international and European guidelines and codes of ethics that cover health, behavioural and social science research. Additionally, the European Research Ethics website was consulted for double check. However, none of the documents aimed at biomedical, behavioural or social research offers concrete support in resolving practical research ethics problems regarding confidentiality. The codes show a lack of clarity in any circumstances in which the researcher might have an obligation to breach confidentiality by disclosing sensitive information. Only little information is given on what kind of disclosed information, if disclosed, might justify breaching confidentiality. The findings prove a need for normative documents to address the ethical questions regarding confidentiality arising in research practice explicitly and specifically. Moreover, further forms of ethical guidance should be developed to support ethical research with children and adolescents.