Global Software Engineering has become a standard in today’s software industry. Research in distributed software development poses severe challenges that are due to the spatial and temporal distribution of the actors, as well as to language, intercultural and organizational aspects. These challenges occur in addition to “traditional” challenges of the domain itself in large-scale software projects, like coordination and communication issues, requirements volatily, lack of domain knowledge, among others. While several authors have reported empirical studies of global software development projects, the methodological difficulties and challenges of this type of studies have not been sufficiently discussed. In this paper, we share our experiences of collecting and analysing qualitative data in the context of Global Software Engineering projects. We discuss strategies for gaining access to field sites, building trust and documenting distributed and complex work practices in the context of several research projects we have conducted in the past 9 years. The experiences described in this paper illustrate the need to deal with fundamental problems, such as understanding local languages and different cultures, observing synchronous interaction, or dealing with barriers imposed by political conflicts between the sites. Based on our findings, we discuss some practical implications and strategies that can be used by other researchers and provide some recommendations for future research in methodological aspects of Global Software Engineering.