This paper seeks to explore some of the tensions and possibilities for those engaging in coaching and mentoring research, maybe for the first time. The paper highlights the importance of good research into coaching and mentoring and then goes on to consider some of the epistemological options available to the researcher. Following the introduction of a specific coaching and mentoring study the paper explores some of the tensions for the researcher in the research process, before considering three methodological approaches and their appropriateness for answering the research question.