Preventing and responding to violence against children is an aim of the new Sustainable Development Goals. Numerous agencies are now collecting data from children about violence, including academics, non-governmental organisations, government agencies, consultants and others. Data are necessary to ensure appropriate prevention and response, but there is a real risk of harm to children if ethical standards are not adhered to. There are additional complexities in settings where child protection systems are not well developed. We propose specific suggestions for good practice, based on our past experience and policies, and call for all agencies to adhere to high ethical standards.