Scholarship on undocumented college students has been growing for the past 10 years; yet, the engagement of students without documentation in the research process is typically limited to the role of participants. A participatory action research (PAR) methodology provides critical scholars with the opportunity to involve undocumented college students as co-researchers and producers of knowledge. At the same time, the risks associated with the immigration status of undocumented students can significantly challenge how scholars design and conduct ethically responsible PAR studies. In this article, the author examines the ethical challenges and methodological opportunities of conducting a PAR study with and for undocumented college students. In particular, the author discusses the ethical tensions she considered in relation to the principles of respect, beneficence, and justice when conducting a qualitative PAR study with students without documentation as co-researchers.