This article interrogates instances of laughter in doing research from a methodological and ethical perspective. Both the theoretical insights of the ‘turn to affect’ and the methodological discussions concerning emotional reflexivity in social sciences are combined in order to explore the ambiguities unravelled by ‘uneasy laughter’ in the particular context of researching the Finnish anti-immigration debate. Through careful reflection, laughter can be recognised as a beginning from which to understand relations of power and the production of whiteness and class in the debate, and the changing place of the researcher in all this. Furthermore, it is suggested that understanding affects as embedded in power relations makes it possible to account also for those affective and emotional reactions that are deemed shameful and ‘wrong’ in doing research. Exploring laughter thus allows approaches in which unruly and ethically questionable affects can be made part of an ethically responsible research.