The study of sex trafficking, prostitution, sex work, and sexual exploitation is associated with many methodological issues and challenges. Researchers’ study designs must consider the many safety issues related to this vulnerable and hidden population. Community advisory boards and key stakeholder involvement are essential to study design to increase safety of participants, usefulness of study aims, and meaningfulness of conclusions. Nonrandomized sampling strategies are most often utilized when studying exploited women and girls, which have the capacity to provide rich data and require complex sampling and recruitment methods. This article reviews the current methodological issues when studying this marginalized population as well as strategies to address challenges while working with the community in order to bring about social change. The authors also discuss their own experiences in collaborating with community organizations to conduct research in this field.