Researchers are familiar with ethics applications that endeavor to ensure the safety of their participants, but only recently have they been urged to examine the short- and long-term effects of research on themselves and consider the risks to their own safety and well-being. This article considers some of the risks to researchers of engaging in research by exploring some emotional dangers the authors encountered while engaged in their own research. The authors use their autoethnographies to create a co-constructed narrative to identify some of the emotional risks that can be associated with being a researcher. The risks are discussed in terms of vulnerability, emotional labor, emotions as data or evidence, and emotionally sensed knowledges. It is Laurel Richardson’s argument that “the ethnographic life is not separable from the self” that informs the authors’ efforts to understand, rather than simply know, the potential of emotions in research.