Pregnancy losses such as miscarriage, stillbirth and (late) abortion, as well as perinatal bereavement, are sensitive subjects as they touch upon challenging emotions, social taboos, and the social invisibility of those affected by them. The chapter first provides background information on why a sensitive research mode is needed in this field of qualitative research and proposes a reflexive approach that is process- and situation-oriented. It then discusses ethical moments for researchers to consider, including a sensitive and suitable choice of language, careful research encounters, and appropriate research methods. In doing so, it seeks to act as a starting point for researchers to think about research in this sensitive area. The chapter argues that the process of qualitative pregnancy loss research can be a way of creating social meaning and thus working against the stigma and isolation that are common to experiences of pregnancy loss and bereavement.