As LGBTQIA+ people in western societies get more comfortable publicly identifying as part of the LGBTQIA+ communities, research projects are increasingly collecting data related to such orientations. This may be done directly in studies focusing on the LGBTQIA+ communities or indirectly on studies focusing on the general population whose members may incidentally be of a diverse gender or sexuality. Accordingly, there is a need to conduct research in a way that is sensitive and inclusive of the diverse lived experiences of LGBTQIA+ people. Focusing on the notions of respect and beneficence underlining ethical research practice, this research note explains the heterogeneity inherent in the LGBTQIA+ acronym and draws implications for research practice. The article concludes by putting forward some considerations, focusing on the researcher, the research project, and the participant; to help market researchers when conducting research with LGBTQIA+ people.