PurposeThe purpose of this paper is to discuss the issues in studying hidden populations, with particular focus on methodology used to investigate ethnic minority entrepreneurs who illegally run their businesses in the UK. In this paper, on reflection, the authors look at what issues should be considered before engaging with such communities, as we identify current approaches and evaluate their merits.Design/methodology/approachCertain methodological problems are faced by researchers working with hidden populations, and this paper explores these using a sample of Ukrainian illegal self‐employed construction workers operating in London. Semi‐structured interviews with 20 Ukrainians showcase the issues raised and help illustrate the limited applicability of some commonly used research methods to ethnic minority entrepreneurship studies. The authors used an intermediary to help gain access to these illegal migrants in order to satisfy the sensitive issues of this vulnerable group of respondents.FindingsThe authors analyse the ethical considerations, problems and issues with access to such data, discuss early and more recent sampling methodologies and the ways to estimate the size of hidden population. This paper, hence, establishes the state‐of‐the‐art approaches in this field and proposes potential improvements in achieving representativeness of the data. Using the Ukrainian illegal self‐employed construction workers as an example, this paper evaluates the choices made by the researchers.Originality/valueThe main contribution of this paper is to showcase the methodological issues emerging when studying hard‐to‐reach groups and to emphasise the limited applicability of some methods to research on hidden populations.