This article discusses the possibility for vulnerable writing within feminist methodological approaches to research. Drawing upon a project that involved difficulties and tensions in conducting transnational research, including the documenting and telling of a partial narrative of an individual who set herself on fire, the article discusses what it might mean to focus more explicitly on explicating and recognising vulnerability in writing. In providing examples from working with a situated, localised analysis that engages feminist, postcolonial and queer theoretical approaches to attend to the particular and everyday, I address some of the hesitations and uncertainties in undertaking research and producing knowledge, and concerns with forms of reflexive practice. At the heart of the discussion is the question of a vulnerable ethics, of how it is possible for feminist methods to represent the lives of others, especially when stories fail in the telling, both in providing adequate explanations and in the ways that trauma and suffering can remain incommunicable. Included in this are concerns as to how we as researchers are affected within the production of research. As a form of receptivity and wounding, the article argues for vulnerable writing that challenges feminist methods to remain open and receptive to what will always resist sense-making, while continuing to respond to the demand that we do justice to the lives of others.