In this chapter we report on the Indigenous research methodological approaches used in a study we conducted. Our research explored the needs and experiences of Aboriginal and Torres Strait Islander peoples and non-Indigenous small business owners. We describe the realisation that participatory action research was not a suitable methodological approach, despite it being recommended to the team. Using Indigenous Ways of Being, Knowing and Doing, we adopted an Indigenous research methodological approach that focused on the 5Rs—relationships, relevance, respect, responsibility and reciprocity. After conducting 56 interviews with small business owners and stakeholders across Australia, we recommend that research that is not truly participatory should not try to bolt on a methodological approach that has the potential to be forced. We emphasise the need for methodological approaches that are guided by relational accountability. Insights into the experiences of the authors are designed to be informative for other researchers conducting qualitative research. Findings from this research may be of interest to researchers and policy-makers working with Indigenous small business owners.