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This article offers a critical methodological reflection on how we undertook covert digital ethnographic research on Spanish young people and their use of online dating apps with a focus on the potential risk attached to using them. We were interested in showing how we approached the fieldwork, how we developed different research identities and how those identities were able to draw out raw data which reflected the risk attached to the online dating apps. While the project as a whole used a mixed-methods framework which also encompassed open-ended interviews and surveys, we provide a series of critical reflections attuned to digital ethnography. Thus, the purpose of this paper is to show how the methodological techniques cultivated ‘identities’ for our ethnographer that became effective in teasing out attitudes to risk and sexual exploration. We also hope that the paper can facilitate similar studies in the future, thus paving the way for other researchers. For this reason, we highlight the problems we encountered during the fieldwork and discuss the ethical issues related to this specific field.