Loneliness among older people is perceived as a global public health concern, although assumptions that old age is a particularly lonely time for everyone are not accurate. While there is accumulating quantitative and qualitative evidence on the experience and impact of loneliness amongst older adults, there is little exploration of methodological issues that arise in engaging with older adults particularly through research-oriented conversations. The sensitivity and stigma often attached to loneliness means that interviewing research participants presents ethical challenges for researchers navigating complex emotional responses. This paper presents reflections from three research projects that used research interviews to explore accounts of loneliness experienced by older people. The everyday methodological decisions of research teams are often hidden from view, but through a critical examination of reflexive accounts of fieldwork, this paper makes visible the internal and external negotiations of researchers responding to ethical complexity. The paper explores the key decisions that researchers make during interviews about loneliness: how to introduce the topic; how to phrase questions about loneliness; when to ask the questions; how to deal with the stigma of loneliness and respond to ageism; and how to manage the participant–researcher relationship post-interview. The paper concludes with recommendations for appropriately navigating ethical complexity in loneliness research, thus contributing to an effective qualitative methodological approach to researching loneliness in later life.