This article examines some methodological issues in using the life history approach in social research. Although there are diverse opinions on how the approach should be used, there are certain methods of collecting, analysing, and reporting ensuing data that are often associated with it; these methods were used by the authors in recent studies carried out in Uganda and Zimbabwe. The authors' experiences show that conducting life history research in the area of HIV and AIDS in a rural African context presents some methodological and ethical dilemmas, which cannot always be resolved. The paper also highlights the methodological, moral, and ethical dilemmas faced by African women carrying out research on other African women, and some ways of resolving these.