Conducting research in the rapidly evolving fields constituting the digital social sciences raises challenging ethical and technical issues, especially when the subject matter includes activities of stigmatised populations. Our study of a dark-web drug-use community provides a case example of ‘how to’ conduct studies in digital environments where sensitive and illicit activities are discussed. In this paper we present the workflow from our digital ethnography and consider the consequences of particular choices of action upon knowledge production. Key considerations that our workflow responded to include adapting to volatile field-sites, researcher safety in digital environments, data security and encryption, and ethical-legal challenges. We anticipate that this workflow may assist other researchers to emulate, test and adapt our approach to the diverse range of illicit studies online. In this paper we argue that active engagement with stigmatised communities through multi-sited digital ethnography can complement and augment the findings of digital trace analyses.