Pupil Referral Units (PRUs) are a form of alternative schooling in the UK which prioritise both the learning and well-being needs of pupils. Whilst often on the periphery of education policy, PRUs in Wales, UK, have recently undergone reform in relation to good practice guidance. As part of a wider exploratory case study, which also focussed on occupational identities and perspectives of good practice in one PRU in Wales, this paper discusses the methodologies used with young people in this setting in order to explore their educational experiences. Pupils who attend PRUs are typically amongst the most vulnerable and marginalised young people in society and as a group have been identified as in need of additional forms of protection compared with their peers. The task of gaining first hand experiences from these young people is therefore challenging, requiring a great deal of sensitivity regarding how that data might be generated and distributed. With this in mind, creating data with pupils in the PRU in a way that allowed them to set the agenda on their own terms was a crucial part of the project. This paper discusses the use of participatory methods in undertaking research with young people in the PRU. By highlighting the processes and challenges involved in participatory research and embracing the ‘messiness’ of participatory methods, I aim to reflect on the importance of acknowledging both the possibilities and limitations of participatory methods within research with young people. Such critical reflection can support researchers and practitioners in gaining a greater understanding of participatory methodologies and how best to utilise them in practice. It also allows us to consider the degree to which our research is truly participatory; a timely undertaking when participatory agendas become increasingly popular and the practice of ‘giving voice’ to young people has been critiqued as potentially tokenistic. A failure to reflect on participatory practices can therefore inadvertently lead to the silencing of the very voices that research of this nature often aims to amplify.