Although psychological research often relies on convenience samples, the most informative participants may be individuals who are reluctant to engage because of vulnerability, mistrust of the research process, and/or disagreement with a study's goals. Although this concern is particularly urgent for certain research questions, it is relevant for all researchers because relying solely on easy-to-reach participants limits a study's validity and generalizability and may substantially hollow out or even render unanswerable some research questions. We review a number of challenges for conducting research with "reluctant but informative" participants and strategies to meet and overcome these challenges. We argue that engaging reluctant participants requires attention at every phase of the research process, including study design and planning, participant recruitment and testing, data analysis and interpretation, and reporting and broader impacts. We also illustrate with our own recent experiences conducting research on children's gender concepts in rural, conservative U.S. communities that expressed skepticism about the value of this research. Although every study is different, notable across all projects are the need to respect both individual participants and their communities and to balance competing desiderata. Finally, we discuss the importance of transparency around sample composition and constraints to generalizability and the potential utility of collaborative research both across research institutions and between researchers and participant communities.