Too often, discussions of research ethics focus on the steps needed to avoid fraud or protect human subjects. These topics, while essential, are only a fraction of the considerations for ethical research, and excessive attention to them can obscure other important and meaningful decisions. Ethical dilemmas are inherent throughout the research process, from the choice about what to study and how to study it through to analysis and dissemination of findings. Attention to these considerations is especially important for researchers in social work who, by their professional discipline, code of ethics, or research foci are expected to demonstrate particular sensitivity to vulnerable populations, issues of social justice, conflicts of interest, and respect for dignity and privacy. Rooted in three workshops held during ECSWR since 2014, this paper examines the nature of embedded ethical dilemmas, with special attention to the challenges related to the principle of nonmaleficence and to the role of the researcher. In light of illustrative examples, the paper presents recommendations and resources to build ethical awareness and research integrity beyond regulatory compliance.