Intimacy, shared experiences and evening out the power relations between researcher and the participants play an important role in feminist methodology. However, as highlighted in previous research on studying ‘up’, such methods might not be appropriate when studying privileged groups. Therefore, studying privileged women challenges fundamental assumptions in feminist methodology. When researching privileged women, the assumption that the researcher is almost always in a superior position within the research process becomes more complicated. The article seeks to contribute to the feminist methodological literature on how to study privileged groups by exploring how class, gender and whiteness are produced in three fieldwork situations with women who hold privileges in a postcolonial and capitalist landscape. Drawing on interviews and participant observations with white Swedish migrant women, the article argues that researchers need to turn the problems, fears and feelings of being uncomfortable into important data, in order to study privileged groups of women.