Whether male researchers can conduct qualitative research with female participants, and interpret accounts of their lives, is a contentious issue within the feminist literature. Academics and activists argue that not all researchers are uniformly positioned, in terms of social location, or possess the necessary lived experiences to conduct feminist research. Conducting research into sexuality can intensify these concerns, with such projects perceived as 'riskier' and establishing trust in the research setting more difficult than with mainstream topics. This paper draws on data from research interviews that explored women's understandings of sexuality, sex and sexual problems to discuss participants' views of being interviewed by a gay man. It highlights that the shared experience of marginality was a key influence upon the interview interaction, particularly regarding levels of empathy, and this facilitated disclosure. By providing a reflexive account of the gendered and sexual orientation dynamics of conducting research interviews, we argue that focusing solely upon gender similarity as a pre-requisite for conducting feminist research with female participants fails to acknowledge the role of other factors that enable 'good' research to be done.