This chapter addresses dilemmas and strategies in dealing with ethical risks in ethnographic research. Based on the authors’ research processes on social movement media in Brazil, we compare dilemmas arising from relationships—as Europe-based Brazilian researchers—with activists in Brazil. The widespread uses of digital media in political demonstrations and protests have created epistemological and methodological challenges to research on communication for development and social change. A key challenge lies in the relationship between the researchers and the researched. As Brazilian researchers in European institutions, we become mediators of knowledge about Brazil and Latin America among research communities in Europe, experiencing ethical dilemmas regarding how we represent the groups about which we do research. We compare our experiences researching the communicative processes and media practices in the Brazilian Landless Workers’ Movement and the trajectories in media activism of low-income youth in favelas of Rio de Janeiro, focusing on four different areas: (a) overcoming suspicion and resistance to researchers among activists; (b) justifying research to activists; (c) balance between science and advocacy; and (d) collaboration and dialogue. We conclude that by engaging in activist research, we become mediators between two realms of knowledge and action: academia and social movements.