The use of digital technology, particularly cell phones, is growing as a medium for data collection in social research. However, there remains concern about our implementing appropriate ethical practice when we are conducting digital research with people, including girls, who are considered vulnerable. In this article, I will discuss some of the ethical considerations that emerged during an action research project I undertook with a community of secondary school girls in Nairobi, Kenya. These considerations are related to privacy in connection with surveillance as a means of cell phone-based data collection. My aim is to initiate a scholarly dialogue on creating a framework of ethical practice for digital research with girls—particularly those who are infrequently given a voice in the literature on girlhood studies.