This work explores the use of Trusted Research Environments for the secure analysis of sensitive, record-level data on local coronavirus disease-2019 (COVID-19) inequalities and economic vulnerabilities. The Local Data Spaces (LDS) project was a targeted rapid response and cross-disciplinary collaborative initiative using the Office for National Statistics’ Secure Research Service for localized comparison and analysis of health and economic outcomes over the course of the COVID-19 pandemic. Embedded researchers worked on co-producing a range of locally focused insights and reports built on secure secondary data and made appropriately open and available to the public and all local stakeholders for wider use. With secure infrastructure and overall data governance practices in place, accredited researchers were able to access a wealth of detailed data and resources to facilitate more targeted local policy analysis. Working with data within such infrastructure as part of a larger research project involved advanced planning and coordination to be efficient. As new and novel granular data resources become securely available (e.g., record-level administrative digital health records or consumer data), a range of local policy insights can be gained across issues of public health or local economic vitality. Many of these new forms of data however often come with a large degree of sensitivity around issues of personal identifiability and how the data is used for public-facing research and require secure and responsible use. Learning to work appropriately with secure data and research environments can open up many avenues for collaboration and analysis.